+1,298.9%
COHR vs AGNC
+83.7%
+1,215.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +8.3% | -4.7% | +13.0% | +11.5% |
| 30D | -14.1% | -5.7% | -8.5% | -11.2% |
| 3M | -16.0% | +1.9% | -17.9% | -17.7% |
| 6M | +21.5% | +1.8% | +19.7% | +19.0% |
| YTD | +65.4% | +3.4% | +62.0% | +60.3% |
| 1Y | +195.0% | +13.6% | +181.4% | +168.7% |
| 3Y | +830.2% | +60.4% | +769.8% | +591.2% |
| 5Y | +397.1% | +27.0% | +370.1% | +314.2% |
| All | +1,298.9% | +83.7% | +1,215.2% | +933.4% |
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