+691.3%
CB vs AGNC
+660.4%
+30.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +4.9% | +9.2% | -4.3% | +1.3% |
| 6M | +3.3% | +7.4% | -4.2% | -0.1% |
| YTD | +8.5% | +8.8% | -0.3% | +4.2% |
| 1Y | +22.1% | +18.3% | +3.8% | +13.4% |
| 3Y | +70.1% | +71.2% | -1.1% | +34.2% |
| 5Y | +97.4% | +34.8% | +62.6% | +67.1% |
| 10Y | +216.8% | +85.8% | +131.0% | +125.8% |
| All | +691.3% | +660.4% | +30.8% | +131.7% |
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