-12.7%
CHRW vs AGNC
+2.9%
-15.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +2.1% |
| 7D | +4.4% | -4.4% | +8.8% | +5.5% |
| 30D | +5.5% | -5.4% | +10.9% | +7.0% |
| 3M | -17.3% | +3.5% | -20.7% | -19.7% |
| 6M | -12.7% | +1.7% | -14.4% | -14.3% |
| All | -12.7% | +2.9% | -15.5% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling