-2.4%
CARR vs FOXA
+10.9%
-13.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.3% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -4.3% |
| 30D | -11.0% | +5.4% | -16.3% | -10.7% |
| 3M | -16.4% | -3.7% | -12.6% | -15.0% |
| 6M | -2.4% | +12.6% | -14.9% | -4.4% |
| All | -2.4% | +10.9% | -13.3% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling