-20.0%
CPNG vs AGNC
+62.2%
-82.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -1.1% | -4.7% | +3.6% | +0.9% |
| 30D | -7.4% | -5.7% | -1.7% | -5.1% |
| 3M | -12.3% | +1.9% | -14.2% | -13.3% |
| 6M | -19.4% | +1.8% | -21.2% | -20.4% |
| YTD | -35.9% | +3.4% | -39.3% | -37.3% |
| 1Y | -53.4% | +13.6% | -67.0% | -56.2% |
| 3Y | -20.0% | +60.4% | -80.4% | -30.6% |
| All | -20.0% | +62.2% | -82.2% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling