-16.1%
CPRT vs AGNC
+26.7%
-42.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -11.2% | -4.7% | -6.5% | -9.7% |
| 30D | +3.3% | -5.7% | +9.0% | +5.4% |
| 3M | -3.6% | +1.9% | -5.4% | -4.1% |
| 6M | -15.8% | +1.8% | -17.6% | -16.4% |
| YTD | -23.5% | +3.4% | -26.9% | -24.7% |
| 1Y | -38.8% | +13.6% | -52.4% | -41.7% |
| 3Y | -33.4% | +60.4% | -93.8% | -44.3% |
| All | -16.1% | +26.7% | -42.8% | -19.1% |
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