+323.5%
CTSH vs AGNC
+625.5%
-302.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.5% |
| 7D | -9.8% | -4.4% | -5.4% | -8.1% |
| 30D | +0.1% | -5.4% | +5.5% | +2.5% |
| 3M | +13.2% | +3.5% | +9.8% | +11.3% |
| 6M | -6.2% | +1.7% | -7.9% | -7.5% |
| YTD | -28.5% | +3.9% | -32.3% | -30.3% |
| 1Y | -13.8% | +13.8% | -27.6% | -19.4% |
| 3Y | -13.7% | +63.3% | -77.0% | -32.1% |
| 5Y | -16.7% | +27.5% | -44.2% | -28.3% |
| 10Y | +21.3% | +83.8% | -62.5% | -15.5% |
| All | +323.5% | +625.5% | -302.1% | +21.2% |
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 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