+115.4%
FOXA vs CF
+73.9%
+41.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -3.1% |
| 7D | -4.0% | +6.0% | -10.0% | -4.5% |
| 30D | +12.0% | +14.8% | -2.9% | +10.4% |
| 3M | +0.3% | +14.1% | -13.8% | -1.3% |
| 6M | +12.5% | +28.5% | -16.1% | +8.5% |
| YTD | -9.6% | +74.9% | -84.6% | -16.2% |
| 1Y | +8.6% | +61.7% | -53.1% | +1.5% |
| All | +115.4% | +73.9% | +41.5% | +94.2% |
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