+52.1%
CME vs AGNC
+62.2%
-10.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -1.6% | -4.7% | +3.1% | -1.7% |
| 30D | +5.6% | -5.7% | +11.3% | +5.4% |
| 3M | +5.6% | +1.9% | +3.7% | +5.6% |
| 6M | -8.3% | +1.8% | -10.1% | -8.3% |
| YTD | +4.3% | +3.4% | +0.9% | +4.4% |
| 1Y | +9.1% | +13.6% | -4.5% | +9.0% |
| 3Y | +52.1% | +60.4% | -8.3% | +56.8% |
| All | +52.1% | +62.2% | -10.1% | +56.8% |
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