+425.9%
CORZ vs AGNC
+56.7%
+369.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.0% |
| 7D | +7.6% | -1.0% | +8.7% | +8.7% |
| 30D | -6.9% | -1.2% | -5.7% | -5.9% |
| 3M | -33.0% | +5.4% | -38.4% | -36.9% |
| 6M | +19.3% | +6.7% | +12.6% | +10.6% |
| YTD | +24.2% | +7.1% | +17.1% | +15.4% |
| 1Y | +24.5% | +16.3% | +8.2% | +6.2% |
| All | +425.9% | +56.7% | +369.1% | +224.2% |
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 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