-34.8%
CSGP vs FOXA
+96.5%
-131.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | +2.2% | +7.9% | -5.7% | -0.1% |
| 3M | -3.7% | +6.7% | -10.4% | -5.6% |
| 6M | -7.4% | +7.5% | -15.0% | -10.4% |
| YTD | -54.9% | -6.9% | -48.0% | -54.4% |
| 1Y | -54.9% | +2.2% | -57.1% | -55.6% |
| 3Y | -61.9% | +131.4% | -193.3% | -70.9% |
| 5Y | -63.1% | +76.2% | -139.3% | -69.9% |
| All | -34.8% | +96.5% | -131.4% | -53.5% |
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 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