+675.7%
CI vs AGNC
+648.3%
+27.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | +0.5% | -1.2% | +1.7% | +0.8% |
| 3M | -5.2% | +5.4% | -10.6% | -7.0% |
| 6M | +4.3% | +6.7% | -2.4% | +1.6% |
| YTD | +2.8% | +7.1% | -4.3% | -0.2% |
| 1Y | -5.8% | +16.3% | -22.1% | -10.9% |
| 3Y | +4.7% | +68.5% | -63.7% | -14.2% |
| 5Y | +42.7% | +31.4% | +11.3% | +25.1% |
| 10Y | +141.0% | +89.6% | +51.4% | +78.2% |
| All | +675.7% | +648.3% | +27.4% | +150.1% |
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