-13.0%
CTSH vs AGNC
+13.3%
-26.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -3.7% | -4.7% | +1.0% | -3.2% |
| 30D | +3.7% | -5.7% | +9.4% | +4.4% |
| 3M | +17.9% | +1.9% | +16.1% | +17.8% |
| 6M | -2.6% | +1.8% | -4.4% | -2.8% |
| YTD | -26.4% | +3.4% | -29.8% | -26.9% |
| 1Y | -13.0% | +13.6% | -26.6% | -16.2% |
| All | -13.0% | +13.3% | -26.3% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling