+216.7%
CTVA vs FOXA
+96.1%
+120.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -4.5% | +0.8% | -5.3% | -4.8% |
| 30D | +11.3% | +5.0% | +6.3% | +9.4% |
| 3M | +12.3% | -3.0% | +15.3% | +12.2% |
| 6M | +7.2% | +14.8% | -7.6% | +0.6% |
| YTD | +26.0% | -8.9% | +34.9% | +27.9% |
| 1Y | +16.0% | +13.3% | +2.7% | +8.4% |
| 3Y | +73.9% | +115.4% | -41.5% | +25.8% |
| 5Y | +103.8% | +95.3% | +8.5% | +49.8% |
| All | +216.7% | +96.1% | +120.7% | +125.0% |
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