+639.5%
CEG vs FOXA
+74.3%
+565.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.3% |
| 7D | +8.0% | -4.0% | +12.0% | +8.5% |
| 30D | +12.9% | +12.0% | +1.0% | +11.3% |
| 3M | +13.2% | +0.3% | +12.9% | +12.8% |
| 6M | -7.0% | +12.5% | -19.5% | -9.7% |
| YTD | -15.0% | -9.6% | -5.4% | -13.5% |
| 1Y | -2.7% | +8.6% | -11.3% | -5.7% |
| 3Y | +184.1% | +118.5% | +65.5% | +135.0% |
| All | +639.5% | +74.3% | +565.2% | +539.2% |
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