+55.6%
CSGP vs AGNC
+45.7%
+9.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.8% |
| 7D | -6.1% | -7.0% | +0.9% | -3.3% |
| 30D | +0.3% | -3.5% | +3.8% | +1.8% |
| 3M | -1.3% | -21.8% | +20.5% | +8.7% |
| 6M | -8.9% | -18.0% | +9.1% | -1.7% |
| YTD | -55.2% | -14.2% | -41.0% | -52.9% |
| 1Y | -56.4% | -7.8% | -48.6% | -55.5% |
| 3Y | -62.2% | +51.0% | -113.2% | -68.2% |
| 5Y | -63.7% | +3.6% | -67.2% | -65.5% |
| All | +55.6% | +45.7% | +9.9% | +34.9% |
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