+538.0%
CSGP vs AGNC
+658.3%
-120.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | +2.3% | +0.9% | +1.4% | +2.0% |
| 3M | -8.2% | +7.0% | -15.2% | -10.4% |
| 6M | -35.1% | +3.9% | -39.0% | -36.3% |
| YTD | -54.0% | +8.5% | -62.6% | -55.8% |
| 1Y | -65.3% | +19.6% | -84.9% | -67.8% |
| 3Y | -62.6% | +66.1% | -128.6% | -69.4% |
| 5Y | -64.8% | +31.8% | -96.7% | -69.2% |
| 10Y | +45.1% | +87.0% | -41.9% | +8.2% |
| All | +538.0% | +658.3% | -120.3% | +143.0% |
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 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