-59.7%
CSGP vs FOXA
+123.0%
-182.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.7% |
| 7D | -1.8% | +7.9% | -9.7% | -4.6% |
| 30D | +5.3% | +8.5% | -3.2% | +2.4% |
| 3M | +3.3% | +6.2% | -2.9% | +1.1% |
| 6M | -4.7% | +8.0% | -12.7% | -8.6% |
| YTD | -53.5% | -6.5% | -47.0% | -53.3% |
| 1Y | -53.7% | +3.6% | -57.3% | -54.9% |
| 3Y | -59.7% | +136.0% | -195.8% | -70.3% |
| All | -59.7% | +123.0% | -182.8% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling