+19.9%
CAVA vs AGNC
+2.0%
+17.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | 0.0% |
| 7D | +14.2% | +1.5% | +12.8% | +13.1% |
| 30D | +14.6% | +3.9% | +10.6% | +11.5% |
| 3M | -2.3% | -13.5% | +11.2% | +8.9% |
| 6M | -30.5% | -10.6% | -19.9% | -24.9% |
| YTD | +5.6% | -7.2% | +12.8% | +3.3% |
| 1Y | +19.9% | 0.0% | +19.9% | -2.9% |
| All | +19.9% | +2.0% | +17.9% | -2.9% |
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