+421.5%
CORZ vs AGNC
+51.4%
+370.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.6% |
| 7D | +0.3% | -4.7% | +5.0% | +4.8% |
| 30D | -14.0% | -5.7% | -8.4% | -9.4% |
| 3M | -34.1% | +1.9% | -36.0% | -36.1% |
| 6M | +8.5% | +1.8% | +6.7% | +5.0% |
| YTD | +23.2% | +3.4% | +19.8% | +18.1% |
| 1Y | +15.4% | +13.6% | +1.8% | +0.4% |
| All | +421.5% | +51.4% | +370.1% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling