+628.3%
AGNC vs CRS
+927.8%
-299.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.7% | -6.8% | +2.1% | -3.3% |
| 30D | -5.7% | -16.1% | +10.5% | -2.3% |
| 3M | +1.9% | -21.2% | +23.0% | +6.4% |
| 6M | +1.8% | +8.7% | -6.9% | -1.0% |
| YTD | +3.4% | +41.0% | -37.5% | -5.0% |
| 1Y | +13.6% | +82.7% | -69.1% | -2.2% |
| 3Y | +60.4% | +604.8% | -544.4% | -0.9% |
| 5Y | +27.0% | +1,384.7% | -1,357.7% | -35.7% |
| 10Y | +83.1% | +1,362.3% | -1,279.2% | -17.6% |
| All | +628.3% | +927.8% | -299.5% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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