+32.0%
CTVA vs FOXA
+11.1%
+20.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.0% |
| 7D | +8.2% | +9.9% | -1.7% | +7.6% |
| 30D | -1.0% | +10.0% | -11.0% | -1.4% |
| 3M | +4.6% | +18.4% | -13.8% | +3.6% |
| 6M | +0.5% | +12.2% | -11.7% | -0.5% |
| YTD | +22.7% | -3.8% | +26.5% | +26.1% |
| 1Y | +32.0% | +8.9% | +23.0% | +30.2% |
| All | +32.0% | +11.1% | +20.9% | +30.2% |
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