+5.6%
CDE vs AGNC
+2.0%
+3.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.0% | +4.7% | +3.6% |
| 7D | +1.1% | +1.5% | -0.4% | -0.6% |
| 30D | -14.5% | +3.9% | -18.4% | -18.8% |
| 3M | -10.1% | -13.5% | +3.4% | +10.6% |
| 6M | -16.9% | -10.6% | -6.3% | -3.0% |
| YTD | -18.1% | -7.2% | -10.9% | +1.9% |
| 1Y | +5.6% | 0.0% | +5.7% | +21.9% |
| All | +5.6% | +2.0% | +3.7% | +21.9% |
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