+105.1%
CTVA vs AGNC
+26.7%
+78.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.5% | -4.7% | +0.2% | -3.2% |
| 30D | +11.3% | -5.7% | +17.0% | +13.1% |
| 3M | +12.3% | +1.9% | +10.5% | +11.6% |
| 6M | +7.2% | +1.8% | +5.4% | +6.3% |
| YTD | +26.0% | +3.4% | +22.6% | +24.3% |
| 1Y | +16.0% | +13.6% | +2.4% | +11.3% |
| 3Y | +73.9% | +60.4% | +13.5% | +50.9% |
| All | +105.1% | +26.7% | +78.5% | +103.6% |
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 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