+436.0%
COF vs AGNC
+622.7%
-186.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -4.7% | -0.5% | -1.9% |
| 30D | -6.0% | -5.7% | -0.4% | -2.1% |
| 3M | +14.8% | +1.9% | +13.0% | +13.2% |
| 6M | +15.3% | +1.8% | +13.5% | +13.3% |
| 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% | +51.4% |
| 5Y | +46.2% | +27.0% | +19.3% | +17.7% |
| 10Y | +246.1% | +83.1% | +163.0% | +109.5% |
| All | +436.0% | +622.7% | -186.7% | -28.2% |
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