+1.5%
CARR vs FOXA
+117.6%
-116.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -8.9% | +5.0% | -14.0% | -9.9% |
| 3M | -17.3% | -3.0% | -14.3% | -16.8% |
| 6M | -1.4% | +14.8% | -16.2% | -6.0% |
| YTD | +10.0% | -8.9% | +18.9% | +12.3% |
| 1Y | -6.4% | +13.3% | -19.7% | -12.0% |
| 3Y | +1.5% | +115.4% | -113.9% | -24.4% |
| All | +1.5% | +117.6% | -116.1% | -24.4% |
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