+2,432.9%
CDNS vs AGNC
+625.5%
+1,807.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +1.4% |
| 7D | -6.5% | -4.4% | -2.1% | -4.8% |
| 30D | -13.0% | -5.4% | -7.6% | -11.0% |
| 3M | -26.0% | +3.5% | -29.5% | -27.2% |
| 6M | -2.8% | +1.7% | -4.6% | -3.9% |
| YTD | -8.8% | +3.9% | -12.7% | -10.8% |
| 1Y | -15.8% | +13.8% | -29.7% | -20.9% |
| 3Y | +19.7% | +63.3% | -43.6% | -4.6% |
| 5Y | +70.8% | +27.5% | +43.3% | +48.6% |
| 10Y | +1,038.0% | +83.8% | +954.2% | +692.1% |
| All | +2,432.9% | +625.5% | +1,807.3% | +542.1% |
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