+73.1%
CME vs FOXA
+70.0%
+3.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.0% |
| 30D | +13.5% | +5.1% | +8.3% | +12.9% |
| 3M | +20.9% | +4.7% | +16.2% | +20.3% |
| 6M | +11.5% | -0.2% | +11.7% | +11.0% |
| YTD | +19.5% | -9.2% | +28.7% | +19.9% |
| 1Y | +17.2% | -0.6% | +17.8% | +16.4% |
| 3Y | +65.1% | +125.7% | -60.6% | +43.9% |
| 5Y | +73.1% | +70.2% | +2.9% | +62.7% |
| All | +73.1% | +70.0% | +3.2% | +62.7% |
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 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