+71.6%
CRH vs AGNC
+62.2%
+9.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -4.7% | -1.4% | -3.4% |
| 30D | -9.3% | -5.7% | -3.6% | -6.1% |
| 3M | -15.2% | +1.9% | -17.1% | -16.0% |
| 6M | -14.2% | +1.8% | -16.0% | -14.9% |
| YTD | -28.3% | +3.4% | -31.7% | -29.6% |
| 1Y | -21.8% | +13.6% | -35.4% | -27.1% |
| 3Y | +71.6% | +60.4% | +11.3% | +40.7% |
| All | +71.6% | +62.2% | +9.4% | +40.7% |
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