+242.0%
COF vs AGNC
+83.7%
+158.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -4.7% | -0.5% | -2.0% |
| 30D | -6.0% | -5.7% | -0.4% | -2.2% |
| 3M | +14.8% | +1.9% | +13.0% | +13.2% |
| 6M | +15.3% | +1.8% | +13.5% | +13.4% |
| YTD | -13.0% | +3.4% | -16.5% | -15.7% |
| 1Y | -5.7% | +13.6% | -19.3% | -14.5% |
| 3Y | +118.1% | +60.4% | +57.8% | +52.0% |
| 5Y | +46.2% | +27.0% | +19.3% | +20.4% |
| All | +242.0% | +83.7% | +158.3% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling