+122.5%
CRWV vs AGNC
+28.4%
+94.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | -4.7% | +4.3% | +2.9% |
| 30D | -17.4% | -5.7% | -11.7% | -14.1% |
| 3M | -7.1% | +1.9% | -8.9% | -8.7% |
| 6M | +8.6% | +1.8% | +6.8% | +5.2% |
| YTD | +24.3% | +3.4% | +20.8% | +21.7% |
| 1Y | -21.0% | +13.6% | -34.6% | -26.9% |
| All | +122.5% | +28.4% | +94.1% | +75.4% |
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