+100.3%
CB vs FOXA
+89.6%
+10.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.3% |
| 7D | +0.5% | -4.0% | +4.5% | +1.2% |
| 30D | -3.1% | +12.0% | -15.1% | -5.0% |
| 3M | +9.0% | +0.3% | +8.7% | +8.3% |
| 6M | +2.9% | +12.5% | -9.6% | -0.2% |
| YTD | +10.1% | -9.6% | +19.7% | +11.4% |
| 1Y | +22.8% | +8.6% | +14.2% | +19.2% |
| 3Y | +73.8% | +118.5% | -44.7% | +42.1% |
| All | +100.3% | +89.6% | +10.7% | +63.3% |
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 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