+59.2%
CRM vs FOXA
+92.4%
-33.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.6% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +28.1% | +5.0% | +23.1% | +25.7% |
| 3M | +48.8% | -3.0% | +51.9% | +48.4% |
| 6M | +28.3% | +14.8% | +13.5% | +20.9% |
| YTD | -6.0% | -8.9% | +2.9% | -4.9% |
| 1Y | +1.4% | +13.3% | -11.9% | -4.4% |
| 3Y | +11.8% | +115.4% | -103.6% | -14.1% |
| 5Y | -2.0% | +95.3% | -97.3% | -23.2% |
| All | +59.2% | +92.4% | -33.1% | +11.5% |
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