+60.7%
COP vs AGNC
+2.0%
+58.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -3.9% |
| 7D | -8.1% | +1.5% | -9.6% | -7.6% |
| 30D | +6.7% | +3.9% | +2.7% | +8.0% |
| 3M | +16.9% | -13.5% | +30.3% | +11.8% |
| 6M | +11.2% | -10.6% | +21.8% | +7.6% |
| YTD | +49.5% | -7.2% | +56.7% | +42.0% |
| 1Y | +60.7% | 0.0% | +60.7% | +47.4% |
| All | +60.7% | +2.0% | +58.7% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling