+91.7%
FOXA vs CF
+260.5%
-168.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.7% |
| 7D | -2.9% | +5.4% | -8.3% | -4.1% |
| 30D | +5.1% | +6.5% | -1.4% | +3.3% |
| 3M | +4.7% | +4.6% | +0.1% | +2.9% |
| 6M | -0.2% | -3.3% | +3.1% | -0.4% |
| YTD | -9.2% | +63.9% | -73.1% | -22.3% |
| 1Y | -0.6% | +50.4% | -51.0% | -13.1% |
| 3Y | +125.7% | +68.2% | +57.5% | +85.7% |
| 5Y | +70.2% | +113.8% | -43.7% | +18.8% |
| All | +91.7% | +260.5% | -168.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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