+175.5%
CAH vs FOXA
+115.1%
+60.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -1.9% |
| 7D | -5.1% | -3.7% | -1.3% | -4.6% |
| 30D | -1.8% | +5.4% | -7.1% | -2.4% |
| 3M | +9.4% | -3.7% | +13.1% | +9.8% |
| 6M | +9.2% | +12.6% | -3.3% | +6.3% |
| YTD | +15.7% | -10.0% | +25.6% | +17.6% |
| 1Y | +59.7% | +15.0% | +44.7% | +54.9% |
| All | +175.5% | +115.1% | +60.4% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling