+320.3%
CMI vs FOXA
+86.3%
+234.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +0.7% | -5.4% | +6.1% | +2.6% |
| 30D | -12.3% | +1.1% | -13.4% | -12.9% |
| 3M | -16.8% | -6.1% | -10.7% | -16.3% |
| 6M | +1.5% | +8.2% | -6.7% | -3.8% |
| YTD | +9.8% | -11.8% | +21.6% | +12.4% |
| 1Y | +42.6% | +9.9% | +32.7% | +32.8% |
| 3Y | +151.0% | +110.7% | +40.2% | +77.2% |
| 5Y | +167.0% | +86.9% | +80.1% | +94.4% |
| All | +320.3% | +86.3% | +234.1% | +155.5% |
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