+184.8%
COP vs FOXA
+93.7%
+91.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +8.6% | +5.0% | +3.6% | +6.9% |
| 3M | +19.9% | -3.0% | +22.9% | +20.2% |
| 6M | +19.0% | +14.8% | +4.3% | +12.6% |
| YTD | +50.0% | -8.9% | +58.9% | +52.9% |
| 1Y | +50.5% | +13.3% | +37.2% | +41.5% |
| 3Y | +25.2% | +115.4% | -90.2% | -6.9% |
| All | +184.8% | +93.7% | +91.1% | +103.1% |
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 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