+86.3%
FOXA vs CFG
+170.9%
-84.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | +1.1% | -4.5% | +5.7% | +2.9% |
| 3M | -6.1% | +6.3% | -12.4% | -8.4% |
| 6M | +8.2% | +20.6% | -12.4% | +0.4% |
| YTD | -11.8% | +21.2% | -33.0% | -18.6% |
| 1Y | +9.9% | +38.2% | -28.3% | -3.8% |
| 3Y | +110.7% | +185.9% | -75.2% | +36.3% |
| 5Y | +86.9% | +97.0% | -10.1% | +35.1% |
| All | +86.3% | +170.9% | -84.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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