+76.5%
FOXA vs CAG
-41.0%
+117.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.9% |
| 7D | +2.7% | -3.3% | +6.0% | +3.3% |
| 30D | +10.0% | +7.7% | +2.3% | +8.3% |
| 3M | +5.0% | -3.2% | +8.2% | +5.4% |
| 6M | +3.4% | +7.0% | -3.6% | +1.7% |
| YTD | -5.5% | -9.0% | +3.5% | -5.0% |
| 1Y | +5.5% | -9.6% | +15.1% | +6.2% |
| 3Y | +139.3% | -36.0% | +175.3% | +155.6% |
| All | +76.5% | -41.0% | +117.4% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling