+165.0%
COP vs FOXA
+90.8%
+74.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.3% |
| 7D | +3.0% | -4.0% | +7.0% | +4.6% |
| 30D | +17.5% | +12.0% | +5.5% | +11.8% |
| 3M | +13.4% | +0.3% | +13.1% | +11.6% |
| 6M | +17.7% | +12.5% | +5.3% | +9.5% |
| YTD | +46.6% | -9.6% | +56.2% | +49.5% |
| 1Y | +44.6% | +8.6% | +36.0% | +34.6% |
| 3Y | +20.7% | +118.5% | -97.8% | -20.6% |
| 5Y | +185.0% | +88.8% | +96.3% | +95.2% |
| All | +165.0% | +90.8% | +74.2% | +48.6% |
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