+40.6%
CVX vs AGNC
+13.3%
+27.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +2.6% | -4.7% | +7.3% | +1.5% |
| 30D | +9.8% | -5.7% | +15.5% | +8.4% |
| 3M | +16.2% | +1.9% | +14.3% | +16.3% |
| 6M | +13.6% | +1.8% | +11.8% | +14.5% |
| YTD | +44.4% | +3.4% | +40.9% | +42.4% |
| 1Y | +40.6% | +13.6% | +27.0% | +34.8% |
| All | +40.6% | +13.3% | +27.3% | +34.8% |
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