-6.9%
AGNC vs CRBG
+23.7%
-30.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -6.3% | +6.6% | -12.9% | -7.4% |
| 30D | -3.1% | +7.1% | -10.2% | -4.4% |
| 3M | -22.1% | +6.7% | -28.8% | -23.1% |
| 6M | -16.9% | +39.7% | -56.6% | -22.1% |
| YTD | -13.9% | +23.7% | -37.6% | -19.1% |
| 1Y | -6.9% | +29.1% | -36.0% | -13.3% |
| All | -6.9% | +23.7% | -30.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling