+889.3%
CSX vs AGNC
+501.6%
+387.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +6.0% | -6.3% | +12.2% | +8.6% |
| 30D | +7.8% | -3.1% | +10.9% | +9.0% |
| 3M | +4.1% | -22.1% | +26.1% | +14.6% |
| 6M | +17.9% | -16.9% | +34.8% | +26.2% |
| YTD | +44.9% | -13.9% | +58.8% | +52.4% |
| 1Y | +51.1% | -6.9% | +58.0% | +54.0% |
| 3Y | +78.3% | +50.9% | +27.4% | +47.8% |
| 5Y | +58.1% | +3.9% | +54.2% | +48.8% |
| 10Y | +417.9% | +47.4% | +370.5% | +304.9% |
| All | +889.3% | +501.6% | +387.7% | +242.6% |
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