+486.0%
CME vs AGNC
+625.5%
-139.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.9% |
| 7D | -2.4% | -4.4% | +2.0% | -0.8% |
| 30D | +6.2% | -5.4% | +11.6% | +8.2% |
| 3M | +4.4% | +3.5% | +0.9% | +2.8% |
| 6M | -9.6% | +1.7% | -11.4% | -10.9% |
| YTD | +3.8% | +3.9% | -0.1% | +1.3% |
| 1Y | +9.5% | +13.8% | -4.3% | +3.2% |
| 3Y | +51.9% | +63.3% | -11.4% | +21.1% |
| 5Y | +78.7% | +27.5% | +51.2% | +53.5% |
| 10Y | +279.7% | +83.8% | +195.9% | +159.9% |
| All | +486.0% | +625.5% | -139.5% | +25.4% |
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 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