+9.1%
COR vs FOXA
+12.8%
-3.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -4.8% | -3.7% | -1.1% | -4.6% |
| 30D | -3.7% | +5.4% | -9.0% | -3.9% |
| 3M | +14.3% | -3.7% | +18.1% | +14.5% |
| 6M | -8.5% | +12.6% | -21.0% | -10.2% |
| YTD | -4.4% | -10.0% | +5.6% | -3.1% |
| 1Y | +9.1% | +15.0% | -5.9% | +9.9% |
| All | +9.1% | +12.8% | -3.6% | +9.9% |
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