+487.7%
COR vs FOXA
+99.6%
+388.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.2% | +2.1% |
| 7D | +7.8% | +2.7% | +5.2% | +7.2% |
| 30D | +7.0% | +10.0% | -3.0% | +4.8% |
| 3M | +16.3% | +5.0% | +11.3% | +14.9% |
| 6M | +41.3% | +3.4% | +37.9% | +39.1% |
| YTD | +7.1% | -5.5% | +12.6% | +7.3% |
| 1Y | -0.8% | +5.5% | -6.4% | -3.2% |
| 3Y | +85.0% | +139.3% | -54.3% | +44.3% |
| 5Y | +203.9% | +77.2% | +126.7% | +153.6% |
| All | +487.7% | +99.6% | +388.1% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling