+165.0%
CMI vs FOXA
+93.7%
+71.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.9% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -12.4% | +5.0% | -17.4% | -13.8% |
| 3M | -14.8% | -3.0% | -11.7% | -14.6% |
| 6M | +0.8% | +14.8% | -14.0% | -5.8% |
| YTD | +10.2% | -8.9% | +19.1% | +12.7% |
| 1Y | +37.4% | +13.3% | +24.1% | +27.5% |
| 3Y | +153.3% | +115.4% | +37.9% | +76.7% |
| All | +165.0% | +93.7% | +71.3% | +88.7% |
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