+166.0%
CAT vs FOXA
+123.0%
+43.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +7.0% |
| 7D | -2.4% | +7.9% | -10.3% | -3.4% |
| 30D | -25.0% | +8.5% | -33.5% | -25.9% |
| 3M | -28.7% | +6.2% | -34.9% | -29.5% |
| 6M | -33.0% | +8.0% | -41.0% | -34.3% |
| YTD | +5.4% | -6.5% | +11.9% | +9.0% |
| 1Y | +7.3% | +3.6% | +3.7% | +6.4% |
| 3Y | +166.0% | +136.0% | +30.0% | +88.3% |
| All | +166.0% | +123.0% | +43.0% | +88.3% |
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