+1,059.4%
CMI vs AGNC
+622.7%
+436.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.7% | -4.7% | +4.0% | +1.7% |
| 30D | -12.4% | -5.7% | -6.7% | -9.8% |
| 3M | -14.8% | +1.9% | -16.6% | -16.0% |
| 6M | +0.8% | +1.8% | -1.0% | -0.6% |
| YTD | +10.2% | +3.4% | +6.7% | +7.7% |
| 1Y | +37.4% | +13.6% | +23.8% | +27.7% |
| 3Y | +153.3% | +60.4% | +92.9% | +94.1% |
| 5Y | +167.6% | +27.0% | +140.6% | +125.8% |
| 10Y | +514.4% | +83.1% | +431.3% | +292.3% |
| All | +1,059.4% | +622.7% | +436.7% | +123.5% |
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