+56.1%
CDE vs AGNC
+83.7%
-27.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.1% | -4.7% | +1.6% | +0.5% |
| 30D | +9.5% | -5.7% | +15.1% | +14.6% |
| 3M | +25.5% | +1.9% | +23.6% | +23.9% |
| 6M | -7.9% | +1.8% | -9.7% | -8.5% |
| YTD | +15.6% | +3.4% | +12.1% | +14.4% |
| 1Y | +34.0% | +13.6% | +20.4% | +23.5% |
| 3Y | +791.9% | +60.4% | +731.5% | +538.1% |
| 5Y | +197.7% | +27.0% | +170.8% | +155.4% |
| All | +56.1% | +83.7% | -27.6% | -8.8% |
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 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