+120.3%
FOXA vs CF
+57.7%
+62.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +5.4% | -3.2% | +8.5% | +5.6% |
| 30D | +6.3% | +4.3% | +2.0% | +5.8% |
| 3M | +8.3% | +2.8% | +5.5% | +7.8% |
| 6M | +7.6% | +0.6% | +7.0% | +7.0% |
| YTD | -7.9% | +56.6% | -64.6% | -13.3% |
| 1Y | +2.4% | +49.6% | -47.3% | -3.2% |
| 3Y | +120.3% | +61.5% | +58.8% | +99.5% |
| All | +120.3% | +57.7% | +62.6% | +99.5% |
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