+61.0%
CIFR vs AGNC
+56.1%
+4.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.6% | -3.0% |
| 7D | -8.2% | -4.4% | -3.8% | -4.3% |
| 30D | -7.4% | -5.4% | -2.0% | -2.6% |
| 3M | -24.2% | +3.5% | -27.6% | -27.5% |
| 6M | +14.2% | +1.7% | +12.5% | +11.6% |
| YTD | +8.0% | +3.9% | +4.1% | +4.6% |
| 1Y | +55.5% | +13.8% | +41.7% | +39.3% |
| 3Y | +429.6% | +63.3% | +366.2% | +276.2% |
| 5Y | +20.8% | +27.5% | -6.7% | +0.8% |
| All | +61.0% | +56.1% | +4.9% | +32.6% |
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 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