+503.9%
CIFR vs AGNC
+62.2%
+441.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.1% |
| 7D | -5.0% | -4.7% | -0.3% | +0.2% |
| 30D | -5.7% | -5.7% | 0.0% | +0.5% |
| 3M | -25.5% | +1.9% | -27.4% | -28.7% |
| 6M | +19.4% | +1.8% | +17.6% | +15.2% |
| YTD | +14.2% | +3.4% | +10.7% | +9.4% |
| 1Y | +69.0% | +13.6% | +55.4% | +46.4% |
| 3Y | +503.9% | +60.4% | +443.6% | +311.4% |
| All | +503.9% | +62.2% | +441.8% | +311.4% |
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