+139.3%
FOXA vs CF
+68.9%
+70.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | +4.8% | -2.1% | +2.3% |
| 30D | +10.0% | +4.7% | +5.3% | +9.6% |
| 3M | +5.0% | +7.4% | -2.4% | +4.2% |
| 6M | +3.4% | +0.6% | +2.8% | +3.0% |
| YTD | -5.5% | +64.1% | -69.6% | -11.4% |
| 1Y | +5.5% | +51.4% | -45.9% | -0.2% |
| 3Y | +139.3% | +67.8% | +71.5% | +116.1% |
| All | +139.3% | +68.9% | +70.4% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling