+69.1%
CSCO vs FOXA
+16.6%
+52.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.7% |
| 30D | -9.5% | +5.0% | -14.5% | -9.6% |
| 3M | -7.6% | -3.0% | -4.6% | -6.1% |
| 6M | +44.9% | +14.8% | +30.1% | +42.1% |
| YTD | +47.7% | -8.9% | +56.6% | +47.2% |
| 1Y | +69.1% | +13.3% | +55.8% | +64.0% |
| All | +69.1% | +16.6% | +52.5% | +64.0% |
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