+93.0%
FOXA vs CAG
-42.8%
+135.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.6% |
| 7D | -3.7% | -5.9% | +2.2% | -2.6% |
| 30D | +5.4% | -1.5% | +6.9% | +5.6% |
| 3M | -3.7% | +11.5% | -15.2% | -5.8% |
| 6M | +12.6% | -15.7% | +28.3% | +15.7% |
| YTD | -10.0% | -10.2% | +0.2% | -9.0% |
| 1Y | +15.0% | -18.1% | +33.1% | +18.4% |
| 3Y | +115.1% | -39.4% | +154.5% | +134.3% |
| 5Y | +93.0% | -42.6% | +135.6% | +107.2% |
| All | +93.0% | -42.8% | +135.9% | +107.2% |
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 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