+272.9%
CNQ vs AGNC
+622.7%
-349.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -4.7% | +4.8% | +2.4% |
| 30D | +6.2% | -5.7% | +11.9% | +9.1% |
| 3M | +12.4% | +1.9% | +10.5% | +10.6% |
| 6M | +9.0% | +1.8% | +7.2% | +6.3% |
| YTD | +52.2% | +3.4% | +48.8% | +47.0% |
| 1Y | +65.0% | +13.6% | +51.4% | +51.6% |
| 3Y | +78.8% | +60.4% | +18.5% | +34.8% |
| 5Y | +286.0% | +27.0% | +259.0% | +221.1% |
| 10Y | +420.7% | +83.1% | +337.6% | +250.2% |
| All | +272.9% | +622.7% | -349.8% | -9.8% |
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 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