+1,453.8%
CAT vs AGNC
+648.3%
+805.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | +2.9% | -1.0% | +4.0% | +3.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.2% |
| 3M | -10.7% | +5.4% | -16.0% | -12.9% |
| 6M | +16.1% | +6.7% | +9.4% | +12.6% |
| YTD | +43.2% | +7.1% | +36.1% | +38.6% |
| 1Y | +96.8% | +16.3% | +80.6% | +83.5% |
| 3Y | +201.4% | +68.5% | +132.9% | +137.3% |
| 5Y | +332.7% | +31.4% | +301.3% | +270.9% |
| 10Y | +1,157.1% | +89.6% | +1,067.5% | +783.3% |
| All | +1,453.8% | +648.3% | +805.4% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling