+95.4%
CAT vs AGNC
+22.6%
+72.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | -6.6% | +0.9% | -7.5% | -6.9% |
| 3M | -13.3% | +7.0% | -20.3% | -16.2% |
| 6M | +11.6% | +3.9% | +7.7% | +8.2% |
| YTD | +42.9% | +8.5% | +34.4% | +39.6% |
| 1Y | +95.4% | +19.6% | +75.9% | +96.6% |
| All | +95.4% | +22.6% | +72.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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