-34.4%
CSGP vs FOXA
+94.4%
-128.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.2% |
| 7D | +1.3% | +5.4% | -4.1% | -0.5% |
| 30D | +10.7% | +6.3% | +4.4% | +8.7% |
| 3M | +3.3% | +8.3% | -5.0% | +0.7% |
| 6M | -10.3% | +7.6% | -17.9% | -13.2% |
| YTD | -54.6% | -7.9% | -46.6% | -53.9% |
| 1Y | -54.6% | +2.4% | -57.0% | -55.4% |
| 3Y | -60.3% | +120.3% | -180.7% | -69.3% |
| 5Y | -63.3% | +71.0% | -134.3% | -69.8% |
| All | -34.4% | +94.4% | -128.8% | -53.0% |
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 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