+9.9%
CNC vs FOXA
+86.3%
-76.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -4.9% | -5.4% | +0.5% | -3.5% |
| 30D | -3.8% | +1.1% | -4.9% | -4.2% |
| 3M | -3.2% | -6.1% | +2.9% | -2.4% |
| 6M | +47.9% | +8.2% | +39.6% | +43.0% |
| YTD | +55.7% | -11.8% | +67.5% | +59.4% |
| 1Y | +106.2% | +9.9% | +96.3% | +97.7% |
| 3Y | -2.1% | +110.7% | -112.8% | -25.6% |
| 5Y | +3.4% | +86.9% | -83.5% | -20.0% |
| All | +9.9% | +86.3% | -76.4% | -25.6% |
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