+539.0%
CSGP vs AGNC
+501.6%
+37.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.3% | -6.3% | +7.6% | +3.8% |
| 30D | +2.8% | -3.1% | +5.9% | +4.1% |
| 3M | -6.3% | -22.1% | +15.7% | +2.7% |
| 6M | -3.2% | -16.9% | +13.7% | +3.5% |
| YTD | -54.0% | -13.9% | -40.1% | -51.7% |
| 1Y | -54.8% | -6.9% | -47.9% | -54.0% |
| 3Y | -60.6% | +50.9% | -111.4% | -66.4% |
| 5Y | -62.6% | +3.9% | -66.6% | -64.3% |
| 10Y | +66.3% | +47.4% | +18.9% | +35.4% |
| All | +539.0% | +501.6% | +37.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling