-54.8%
CSGP vs AGNC
-7.3%
-47.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.3% | -6.3% | +7.6% | +3.1% |
| 30D | +2.8% | -3.1% | +5.9% | +3.7% |
| 3M | -6.3% | -22.1% | +15.7% | -3.1% |
| 6M | -3.2% | -16.9% | +13.7% | +0.5% |
| YTD | -54.0% | -13.9% | -40.1% | -53.3% |
| 1Y | -54.8% | -6.9% | -47.9% | -55.9% |
| All | -54.8% | -7.3% | -47.6% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling