-3.1%
CMG vs FOXA
+93.7%
-96.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +10.9% | +5.0% | +5.9% | +9.5% |
| 3M | +15.8% | -3.0% | +18.9% | +15.5% |
| 6M | +6.9% | +14.8% | -7.8% | +1.7% |
| YTD | -2.2% | -8.9% | +6.8% | -1.2% |
| 1Y | -7.1% | +13.3% | -20.4% | -12.3% |
| 3Y | -7.1% | +115.4% | -122.5% | -29.2% |
| All | -3.1% | +93.7% | -96.7% | -24.8% |
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