+64.1%
COP vs FOXA
+4.1%
+60.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.5% |
| 7D | +4.4% | +2.7% | +1.7% | +4.3% |
| 30D | 0.0% | +10.0% | -10.0% | -0.5% |
| 3M | +15.0% | +5.0% | +10.0% | +14.8% |
| 6M | +22.0% | +3.4% | +18.6% | +22.9% |
| YTD | +55.3% | -5.5% | +60.8% | +66.6% |
| 1Y | +64.1% | +5.5% | +58.6% | +63.0% |
| All | +64.1% | +4.1% | +60.0% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling