-0.5%
CTAS vs FOXA
+12.8%
-13.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | -3.1% | +5.4% | -8.4% | -4.0% |
| 3M | +10.3% | -3.7% | +14.0% | +9.3% |
| 6M | +1.6% | +12.6% | -10.9% | -1.8% |
| YTD | +6.3% | -10.0% | +16.3% | +7.1% |
| 1Y | -0.5% | +15.0% | -15.5% | -6.6% |
| All | -0.5% | +12.8% | -13.2% | -6.6% |
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