+1,356.3%
CRM vs AGNC
+622.7%
+733.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -4.4% | -4.7% | +0.3% | -2.5% |
| 30D | +28.1% | -5.7% | +33.8% | +31.4% |
| 3M | +48.8% | +1.9% | +47.0% | +47.7% |
| 6M | +28.3% | +1.8% | +26.5% | +26.6% |
| YTD | -6.0% | +3.4% | -9.5% | -8.2% |
| 1Y | +1.4% | +13.6% | -12.2% | -5.1% |
| 3Y | +11.8% | +60.4% | -48.5% | -11.2% |
| 5Y | -2.0% | +27.0% | -29.0% | -15.0% |
| 10Y | +239.6% | +83.1% | +156.5% | +137.7% |
| All | +1,356.3% | +622.7% | +733.6% | +320.3% |
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