+41.9%
CI vs FOXA
+89.1%
-47.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -1.8% | +2.3% | -4.1% | -2.2% |
| 3M | -4.2% | -2.8% | -1.4% | -4.2% |
| 6M | +2.7% | +9.6% | -6.9% | +1.1% |
| YTD | +1.9% | -9.9% | +11.8% | +2.9% |
| 1Y | -6.3% | +5.4% | -11.6% | -7.7% |
| 3Y | +3.9% | +115.3% | -111.4% | -14.0% |
| 5Y | +41.9% | +93.1% | -51.2% | +12.6% |
| All | +41.9% | +89.1% | -47.2% | +12.6% |
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 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