+217.5%
CB vs FOXA
+99.6%
+117.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | -0.1% |
| 7D | +2.9% | +2.7% | +0.3% | +2.1% |
| 30D | +7.3% | +10.0% | -2.7% | +4.2% |
| 3M | +9.4% | +5.0% | +4.4% | +7.5% |
| 6M | +19.6% | +3.4% | +16.2% | +16.9% |
| YTD | +21.5% | -5.5% | +27.0% | +21.4% |
| 1Y | +28.0% | +5.5% | +22.5% | +23.4% |
| 3Y | +74.9% | +139.3% | -64.4% | +24.4% |
| 5Y | +108.1% | +77.2% | +31.0% | +62.1% |
| All | +217.5% | +99.6% | +117.9% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling