+44.4%
CSGP vs AGNC
+83.7%
-39.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | -1.5% | -4.7% | +3.2% | +0.4% |
| 30D | -0.1% | -5.7% | +5.5% | +2.2% |
| 3M | -6.7% | +1.9% | -8.6% | -7.3% |
| 6M | -32.8% | +1.8% | -34.6% | -33.6% |
| YTD | -54.7% | +3.4% | -58.1% | -55.7% |
| 1Y | -65.0% | +13.6% | -78.6% | -67.1% |
| 3Y | -63.0% | +60.4% | -123.4% | -69.8% |
| 5Y | -66.2% | +27.0% | -93.2% | -70.3% |
| All | +44.4% | +83.7% | -39.3% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling