+444.5%
CORZ vs FOXA
+112.5%
+332.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +16.6% | -0.6% | +17.2% | +16.7% |
| 30D | -10.9% | +2.3% | -13.2% | -11.2% |
| 3M | -31.0% | -2.8% | -28.2% | -30.0% |
| 6M | +26.0% | +9.6% | +16.4% | +22.3% |
| YTD | +28.6% | -9.9% | +38.5% | +35.1% |
| 1Y | +34.5% | +5.4% | +29.1% | +31.4% |
| All | +444.5% | +112.5% | +332.0% | +316.8% |
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