-11.1%
CHRW vs AGNC
+2.0%
-13.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -1.0% |
| 7D | +4.9% | +1.5% | +3.4% | +4.4% |
| 30D | -4.8% | +3.9% | -8.8% | -6.1% |
| 3M | -13.1% | -13.5% | +0.3% | -9.9% |
| 6M | -16.3% | -10.6% | -5.7% | -14.8% |
| YTD | -15.8% | -7.2% | -8.6% | -17.7% |
| 1Y | -11.1% | 0.0% | -11.1% | -16.7% |
| All | -11.1% | +2.0% | -13.1% | -16.7% |
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 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