+626.9%
CEG vs FOXA
+70.1%
+556.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | +1.3% | -5.4% | +6.8% | +1.9% |
| 30D | +8.8% | +1.1% | +7.7% | +8.6% |
| 3M | +17.0% | -6.1% | +23.1% | +17.8% |
| 6M | -8.7% | +8.2% | -17.0% | -10.9% |
| YTD | -16.4% | -11.8% | -4.6% | -14.7% |
| 1Y | -1.8% | +9.9% | -11.7% | -5.4% |
| 3Y | +175.8% | +110.7% | +65.0% | +129.5% |
| All | +626.9% | +70.1% | +556.8% | +530.1% |
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