+224.3%
CTVA vs FOXA
+93.9%
+130.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +12.0% | +2.3% | +9.7% | +11.0% |
| 3M | +13.5% | -2.8% | +16.3% | +13.3% |
| 6M | +12.1% | +9.6% | +2.5% | +6.9% |
| YTD | +29.0% | -9.9% | +38.9% | +31.4% |
| 1Y | +18.9% | +5.4% | +13.5% | +13.9% |
| 3Y | +78.9% | +115.3% | -36.4% | +29.4% |
| 5Y | +105.2% | +93.1% | +12.2% | +51.5% |
| All | +224.3% | +93.9% | +130.3% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling