+98.3%
FOXA vs CDW
+100.5%
-2.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -2.4% | +2.6% | -5.0% | -3.2% |
| 30D | +8.6% | +20.4% | -11.8% | +2.0% |
| 3M | +9.9% | +28.5% | -18.6% | +0.3% |
| 6M | +0.8% | +70.6% | -69.8% | -17.7% |
| YTD | -6.1% | +29.1% | -35.2% | -17.0% |
| 1Y | +3.3% | +23.8% | -20.5% | -7.3% |
| 3Y | +133.5% | -14.5% | +148.0% | +133.4% |
| 5Y | +75.8% | -1.6% | +77.4% | +60.7% |
| All | +98.3% | +100.5% | -2.2% | +20.6% |
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