-33.5%
CSGP vs FOXA
+99.6%
-133.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.3% | +1.6% |
| 7D | +1.3% | +2.7% | -1.3% | +0.5% |
| 30D | +2.8% | +10.0% | -7.2% | -0.1% |
| 3M | -6.3% | +5.0% | -11.3% | -7.8% |
| 6M | -3.2% | +3.4% | -6.5% | -5.0% |
| YTD | -54.0% | -5.5% | -48.5% | -53.7% |
| 1Y | -54.8% | +5.5% | -60.4% | -56.0% |
| 3Y | -60.6% | +139.3% | -199.9% | -70.2% |
| 5Y | -62.6% | +77.2% | -139.8% | -69.6% |
| All | -33.5% | +99.6% | -133.1% | -52.8% |
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 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