+90.3%
FOXA vs CAG
-7.8%
+98.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -0.6% | -5.3% | +4.7% | +0.5% |
| 30D | +2.3% | +1.0% | +1.3% | +2.1% |
| 3M | -2.8% | +17.4% | -20.2% | -6.3% |
| 6M | +9.6% | -16.8% | +26.4% | +13.4% |
| YTD | -9.9% | -6.8% | -3.1% | -9.3% |
| 1Y | +5.4% | -15.4% | +20.8% | +8.2% |
| 3Y | +115.3% | -37.1% | +152.3% | +134.2% |
| 5Y | +93.1% | -41.3% | +134.3% | +111.8% |
| All | +90.3% | -7.8% | +98.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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