+146.5%
CME vs FOXA
+99.6%
+46.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.1% |
| 7D | +3.9% | +2.7% | +1.3% | +3.4% |
| 30D | +11.3% | +10.0% | +1.4% | +9.0% |
| 3M | +19.6% | +5.0% | +14.6% | +18.0% |
| 6M | +8.1% | +3.4% | +4.7% | +6.3% |
| YTD | +20.4% | -5.5% | +25.9% | +20.4% |
| 1Y | +16.5% | +5.5% | +11.0% | +13.5% |
| 3Y | +66.4% | +139.3% | -72.9% | +28.8% |
| 5Y | +74.5% | +77.2% | -2.7% | +44.6% |
| All | +146.5% | +99.6% | +46.9% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling