+91.7%
FOXA vs CDW
+100.2%
-8.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -2.9% | +9.1% | -12.0% | -5.6% |
| 30D | +5.1% | +13.7% | -8.6% | +0.6% |
| 3M | +4.7% | +27.0% | -22.4% | -4.1% |
| 6M | -0.2% | +75.9% | -76.1% | -19.4% |
| YTD | -9.2% | +28.9% | -38.1% | -19.7% |
| 1Y | -0.6% | +19.6% | -20.2% | -9.6% |
| 3Y | +125.7% | -14.6% | +140.3% | +125.7% |
| 5Y | +70.2% | -3.2% | +73.3% | +56.7% |
| All | +91.7% | +100.2% | -8.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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