-7.9%
CAVA vs AGNC
+22.6%
-30.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -9.2% | -1.2% | -8.0% | -8.5% |
| 30D | -8.2% | +0.9% | -9.1% | -8.6% |
| 3M | -15.3% | +7.0% | -22.3% | -19.4% |
| 6M | -23.6% | +3.9% | -27.5% | -26.0% |
| YTD | +3.5% | +8.5% | -5.0% | -3.4% |
| 1Y | -7.9% | +19.6% | -27.4% | -18.8% |
| All | -7.9% | +22.6% | -30.4% | -18.8% |
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