+92.4%
FOXA vs CAG
-11.8%
+104.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +0.8% | -5.7% | +6.5% | +2.1% |
| 30D | +5.0% | -2.4% | +7.5% | +5.5% |
| 3M | -3.0% | +9.8% | -12.8% | -5.1% |
| 6M | +14.8% | -10.8% | +25.6% | +17.1% |
| YTD | -8.9% | -10.8% | +1.9% | -7.5% |
| 1Y | +13.3% | -19.0% | +32.3% | +17.4% |
| 3Y | +115.4% | -39.7% | +155.1% | +136.4% |
| 5Y | +95.3% | -43.0% | +138.3% | +115.5% |
| All | +92.4% | -11.8% | +104.1% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling