+328.3%
CDE vs FOXA
+92.4%
+236.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -3.1% | +0.8% | -3.9% | -3.5% |
| 30D | +9.5% | +5.0% | +4.4% | +7.1% |
| 3M | +25.5% | -3.0% | +28.5% | +24.4% |
| 6M | -7.9% | +14.8% | -22.7% | -15.5% |
| YTD | +15.6% | -8.9% | +24.5% | +16.9% |
| 1Y | +34.0% | +13.3% | +20.7% | +22.1% |
| 3Y | +791.9% | +115.4% | +676.5% | +486.3% |
| 5Y | +197.7% | +95.3% | +102.5% | +98.7% |
| All | +328.3% | +92.4% | +236.0% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling