+70.2%
CIFR vs AGNC
+55.5%
+14.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.1% |
| 7D | -5.0% | -4.7% | -0.3% | -0.7% |
| 30D | -5.7% | -5.7% | 0.0% | -0.6% |
| 3M | -25.5% | +1.9% | -27.4% | -27.8% |
| 6M | +19.4% | +1.8% | +17.6% | +16.7% |
| YTD | +14.2% | +3.4% | +10.7% | +10.9% |
| 1Y | +69.0% | +13.6% | +55.4% | +51.6% |
| 3Y | +503.9% | +60.4% | +443.6% | +335.4% |
| 5Y | +27.7% | +27.0% | +0.7% | +6.9% |
| All | +70.2% | +55.5% | +14.7% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling