+47.4%
CI vs AGNC
+26.7%
+20.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -4.7% | +4.6% | +0.7% |
| 30D | +1.8% | -5.7% | +7.4% | +2.7% |
| 3M | -4.2% | +1.9% | -6.1% | -4.7% |
| 6M | +8.8% | +1.8% | +7.0% | +8.2% |
| YTD | +3.7% | +3.4% | +0.3% | +2.7% |
| 1Y | -6.1% | +13.6% | -19.7% | -8.5% |
| 3Y | +4.5% | +60.4% | -55.9% | -3.9% |
| All | +47.4% | +26.7% | +20.7% | +54.1% |
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 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