+67.2%
CSX vs AGNC
+30.8%
+36.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -0.6% | -1.0% | +0.5% | -0.2% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | +2.6% | +5.4% | -2.8% | +0.6% |
| 6M | +19.8% | +6.7% | +13.1% | +16.8% |
| YTD | +34.7% | +7.1% | +27.5% | +31.0% |
| 1Y | +52.1% | +16.3% | +35.9% | +43.9% |
| 3Y | +68.4% | +68.5% | 0.0% | +40.4% |
| All | +67.2% | +30.8% | +36.4% | +50.9% |
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 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