+272.1%
CNQ vs AGNC
+26.7%
+245.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -4.7% | +4.8% | +1.6% |
| 30D | +6.2% | -5.7% | +11.9% | +8.0% |
| 3M | +12.4% | +1.9% | +10.5% | +11.1% |
| 6M | +9.0% | +1.8% | +7.2% | +7.2% |
| YTD | +52.2% | +3.4% | +48.8% | +48.7% |
| 1Y | +65.0% | +13.6% | +51.4% | +55.5% |
| 3Y | +78.8% | +60.4% | +18.5% | +46.7% |
| All | +272.1% | +26.7% | +245.4% | +262.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling