+90.8%
FOXA vs CDW
+76.5%
+14.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -4.0% | +3.2% | -7.1% | -5.0% |
| 30D | +12.0% | +9.3% | +2.7% | +8.3% |
| 3M | +0.3% | +9.8% | -9.5% | -3.9% |
| 6M | +12.5% | +23.3% | -10.9% | +1.5% |
| YTD | -9.6% | +13.7% | -23.3% | -16.2% |
| 1Y | +8.6% | -6.5% | +15.1% | +7.8% |
| 3Y | +118.5% | -25.2% | +143.8% | +129.5% |
| 5Y | +88.8% | -19.5% | +108.2% | +86.9% |
| All | +90.8% | +76.5% | +14.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling