+90.8%
FOXA vs CF
+284.9%
-194.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -2.6% |
| 7D | -4.0% | +6.0% | -10.0% | -5.3% |
| 30D | +12.0% | +14.8% | -2.9% | +8.1% |
| 3M | +0.3% | +14.1% | -13.8% | -3.3% |
| 6M | +12.5% | +28.5% | -16.1% | +3.6% |
| YTD | -9.6% | +74.9% | -84.6% | -23.5% |
| 1Y | +8.6% | +61.7% | -53.1% | -6.6% |
| 3Y | +118.5% | +80.3% | +38.2% | +77.2% |
| 5Y | +88.8% | +226.0% | -137.2% | +12.5% |
| All | +90.8% | +284.9% | -194.0% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling