+2.3%
CRDO vs AGNC
+13.3%
-11.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.5% | -4.7% | +0.2% | -3.4% |
| 30D | -39.2% | -5.7% | -33.6% | -38.4% |
| 3M | -38.5% | +1.9% | -40.3% | -39.2% |
| 6M | +40.6% | +1.8% | +38.8% | +37.1% |
| YTD | +13.2% | +3.4% | +9.8% | +8.7% |
| 1Y | +2.3% | +13.6% | -11.3% | -5.2% |
| All | +2.3% | +13.3% | -11.0% | -5.2% |
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