+654.1%
AGNC vs CPB
+11.2%
+643.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.7% |
| 7D | -1.0% | -8.0% | +7.0% | +0.5% |
| 30D | -1.2% | -2.4% | +1.2% | -0.9% |
| 3M | +5.4% | +0.5% | +4.8% | +4.9% |
| 6M | +6.7% | -10.5% | +17.2% | +8.5% |
| YTD | +7.1% | -17.5% | +24.6% | +10.5% |
| 1Y | +16.3% | -31.0% | +47.3% | +24.3% |
| 3Y | +68.5% | -40.6% | +109.1% | +83.8% |
| 5Y | +31.4% | -37.7% | +69.1% | +40.3% |
| 10Y | +89.6% | -43.4% | +133.0% | +101.2% |
| All | +654.1% | +11.2% | +643.0% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling