+22.2%
FOXA vs CAI
-9.9%
+32.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.0% |
| 30D | +5.0% | +9.3% | -4.3% | +4.3% |
| 3M | -3.0% | +35.2% | -38.3% | -5.7% |
| 6M | +14.8% | +30.7% | -16.0% | +11.4% |
| YTD | -8.9% | -9.8% | +0.9% | -10.1% |
| 1Y | +13.3% | -28.9% | +42.2% | +13.7% |
| All | +22.2% | -9.9% | +32.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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