+401.3%
CNP vs AGNC
+625.5%
-224.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.4% |
| 7D | -2.2% | -4.4% | +2.3% | -0.4% |
| 30D | -2.1% | -5.4% | +3.3% | +0.1% |
| 3M | -7.9% | +3.5% | -11.4% | -9.4% |
| 6M | -8.3% | +1.7% | -10.0% | -9.5% |
| YTD | +3.8% | +3.9% | -0.1% | +1.4% |
| 1Y | +5.9% | +13.8% | -8.0% | -0.5% |
| 3Y | +49.3% | +63.3% | -14.0% | +18.4% |
| 5Y | +69.3% | +27.5% | +41.8% | +45.6% |
| 10Y | +136.0% | +83.8% | +52.2% | +71.6% |
| All | +401.3% | +625.5% | -224.2% | +103.0% |
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