+27.6%
CAVA vs AGNC
+61.7%
-34.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -8.0% | -4.7% | -3.3% | -5.2% |
| 30D | -19.6% | -5.7% | -13.9% | -16.5% |
| 3M | -36.7% | +1.9% | -38.5% | -37.5% |
| 6M | -30.6% | +1.8% | -32.4% | -31.6% |
| YTD | -4.8% | +3.4% | -8.2% | -7.0% |
| 1Y | -13.1% | +13.6% | -26.7% | -19.9% |
| 3Y | +48.8% | +60.4% | -11.6% | +18.0% |
| All | +27.6% | +61.7% | -34.1% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling