+526.0%
CSGP vs AGNC
+538.9%
-12.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.1% |
| 7D | -3.2% | +2.5% | -5.6% | -4.0% |
| 30D | +2.2% | +2.2% | 0.0% | +1.5% |
| 3M | -3.7% | -15.7% | +12.0% | +2.7% |
| 6M | -7.4% | -13.6% | +6.2% | -2.4% |
| YTD | -54.9% | -8.6% | -46.3% | -53.8% |
| 1Y | -54.9% | -2.2% | -52.7% | -54.9% |
| 3Y | -61.9% | +61.0% | -122.9% | -68.3% |
| 5Y | -63.1% | +10.5% | -73.6% | -65.5% |
| 10Y | +65.1% | +57.2% | +7.9% | +31.3% |
| All | +526.0% | +538.9% | -12.9% | +154.0% |
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