+75.8%
CDNS vs AGNC
+26.7%
+49.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -1.1% | -4.7% | +3.6% | +0.7% |
| 30D | -10.4% | -5.7% | -4.8% | -8.3% |
| 3M | -24.6% | +1.9% | -26.5% | -25.2% |
| 6M | -1.6% | +1.8% | -3.4% | -2.7% |
| YTD | -7.4% | +3.4% | -10.9% | -9.2% |
| 1Y | -18.4% | +13.6% | -32.0% | -23.2% |
| 3Y | +19.0% | +60.4% | -41.4% | -3.4% |
| All | +75.8% | +26.7% | +49.1% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling