-41.3%
CORZ vs AGNC
+2.0%
-43.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.0% | -14.4% | -12.6% |
| 7D | -14.9% | +1.5% | -16.4% | -15.7% |
| 30D | -23.1% | +3.9% | -27.1% | -25.2% |
| 3M | -44.1% | -13.5% | -30.6% | -37.2% |
| 6M | -39.5% | -10.6% | -28.9% | -35.0% |
| YTD | -12.4% | -7.2% | -5.2% | -12.5% |
| 1Y | -41.3% | 0.0% | -41.3% | -46.2% |
| All | -41.3% | +2.0% | -43.3% | -46.2% |
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 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