+192.9%
CMG vs FOXA
+90.3%
+102.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.5% | -0.6% | -0.8% | -1.3% |
| 30D | +12.7% | +2.3% | +10.4% | +12.1% |
| 3M | +26.3% | -2.8% | +29.1% | +26.1% |
| 6M | +4.5% | +9.6% | -5.1% | +1.1% |
| YTD | -0.1% | -9.9% | +9.8% | +1.1% |
| 1Y | -6.8% | +5.4% | -12.2% | -9.7% |
| 3Y | -5.0% | +115.3% | -120.3% | -23.9% |
| 5Y | -3.0% | +93.1% | -96.1% | -20.7% |
| All | +192.9% | +90.3% | +102.6% | +113.1% |
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