+124.0%
CVS vs FOXA
+90.3%
+33.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | +0.4% | +2.3% | -1.9% | -0.2% |
| 3M | -0.4% | -2.8% | +2.4% | -0.5% |
| 6M | +25.1% | +9.6% | +15.5% | +21.5% |
| YTD | +23.9% | -9.9% | +33.8% | +25.5% |
| 1Y | +41.1% | +5.4% | +35.7% | +37.3% |
| 3Y | +63.6% | +115.3% | -51.6% | +31.2% |
| 5Y | +31.5% | +93.1% | -61.5% | +6.5% |
| All | +124.0% | +90.3% | +33.7% | +81.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling