+10.7%
CARR vs FOXA
+93.7%
-83.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.1% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | -8.9% | +5.0% | -14.0% | -10.4% |
| 3M | -17.3% | -3.0% | -14.3% | -17.3% |
| 6M | -1.4% | +14.8% | -16.2% | -7.7% |
| YTD | +10.0% | -8.9% | +18.9% | +11.9% |
| 1Y | -6.4% | +13.3% | -19.7% | -13.3% |
| 3Y | +1.5% | +115.4% | -113.9% | -29.5% |
| All | +10.7% | +93.7% | -83.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling