+197.7%
CAT vs AGNC
+62.8%
+134.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | 0.0% |
| 7D | +0.6% | -4.4% | +5.0% | +2.5% |
| 30D | -4.5% | -5.4% | +0.8% | -2.3% |
| 3M | -5.8% | +3.5% | -9.3% | -7.7% |
| 6M | +12.7% | +1.7% | +11.0% | +11.3% |
| YTD | +41.4% | +3.9% | +37.5% | +38.3% |
| 1Y | +92.1% | +13.8% | +78.2% | +80.5% |
| All | +197.7% | +62.8% | +134.9% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling