+282.8%
COP vs AGNC
+622.7%
-339.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.3% | -4.7% | +7.0% | +4.4% |
| 30D | +8.6% | -5.7% | +14.3% | +11.2% |
| 3M | +19.9% | +1.9% | +18.0% | +18.2% |
| 6M | +19.0% | +1.8% | +17.2% | +16.3% |
| YTD | +50.0% | +3.4% | +46.5% | +45.2% |
| 1Y | +50.5% | +13.6% | +36.9% | +39.5% |
| 3Y | +25.2% | +60.4% | -35.2% | -2.6% |
| 5Y | +194.3% | +27.0% | +167.3% | +149.8% |
| 10Y | +342.9% | +83.1% | +259.8% | +214.7% |
| All | +282.8% | +622.7% | -339.9% | +21.3% |
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