+90.1%
CI vs FOXA
+90.8%
-0.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.4% |
| 7D | +1.3% | -4.0% | +5.3% | +2.3% |
| 30D | +4.4% | +12.0% | -7.5% | +1.3% |
| 3M | +0.7% | +0.3% | +0.4% | -0.2% |
| 6M | +0.3% | +12.5% | -12.1% | -3.8% |
| YTD | +3.8% | -9.6% | +13.4% | +5.4% |
| 1Y | -5.5% | +8.6% | -14.1% | -9.7% |
| 3Y | +8.1% | +118.5% | -110.4% | -19.9% |
| 5Y | +42.8% | +88.8% | -46.0% | +8.8% |
| All | +90.1% | +90.8% | -0.7% | +27.4% |
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