-65.8%
CSGP vs AGNC
+33.5%
-99.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -5.1% | +0.8% | -5.9% | -5.5% |
| 30D | +0.3% | -0.4% | +0.7% | +0.6% |
| 3M | -9.1% | +9.2% | -18.3% | -12.7% |
| 6M | -37.3% | +7.4% | -44.7% | -39.7% |
| YTD | -54.9% | +8.8% | -63.7% | -57.1% |
| 1Y | -65.5% | +18.3% | -83.8% | -68.6% |
| 3Y | -63.3% | +71.2% | -134.4% | -72.2% |
| 5Y | -65.8% | +34.8% | -100.6% | -66.2% |
| All | -65.8% | +33.5% | -99.3% | -66.2% |
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