+88.8%
CHRW vs AGNC
+62.2%
+26.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -4.7% | +8.2% | +4.9% |
| 30D | +4.6% | -5.7% | +10.3% | +6.3% |
| 3M | -19.7% | +1.9% | -21.6% | -20.5% |
| 6M | -12.4% | +1.8% | -14.2% | -13.3% |
| YTD | -3.9% | +3.4% | -7.3% | -5.4% |
| 1Y | +18.4% | +13.6% | +4.8% | +13.3% |
| 3Y | +88.8% | +60.4% | +28.5% | +68.5% |
| All | +88.8% | +62.2% | +26.7% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling