-1.8%
CARR vs FOXA
+11.1%
-12.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.5% |
| 7D | -0.7% | +9.9% | -10.5% | -0.6% |
| 30D | +0.3% | +10.0% | -9.7% | +0.4% |
| 3M | -14.9% | +18.4% | -33.3% | -14.6% |
| 6M | -14.9% | +12.2% | -27.0% | -14.5% |
| YTD | +7.0% | -3.8% | +10.8% | +3.4% |
| 1Y | -1.8% | +8.9% | -10.7% | -11.0% |
| All | -1.8% | +11.1% | -12.8% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling