-32.5%
CBRS vs FOXA
-1.3%
-31.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.4% | +13.7% | +9.6% |
| 7D | +17.3% | -4.0% | +21.3% | +16.2% |
| 30D | -2.0% | +12.0% | -14.0% | -0.5% |
| 3M | -2.5% | +0.3% | -2.7% | -4.2% |
| All | -32.5% | -1.3% | -31.2% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling