+93.1%
FOXA vs CDW
-22.8%
+115.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.9% |
| 7D | -0.6% | -3.9% | +3.2% | +0.2% |
| 30D | +2.3% | +6.9% | -4.6% | +0.4% |
| 3M | -2.8% | +7.7% | -10.5% | -5.4% |
| 6M | +9.6% | +18.3% | -8.7% | +2.6% |
| YTD | -9.9% | +7.8% | -17.7% | -13.5% |
| 1Y | +5.4% | -12.2% | +17.5% | +7.3% |
| 3Y | +115.3% | -28.9% | +144.2% | +126.3% |
| 5Y | +93.1% | -22.8% | +115.9% | +93.9% |
| All | +93.1% | -22.8% | +115.9% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling