+2.3%
FOXA vs CFG
+27.4%
-25.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +7.9% | +2.8% | +5.2% | +7.2% |
| 3M | +6.7% | -10.1% | +16.8% | +9.2% |
| 6M | +7.5% | +3.2% | +4.3% | +6.9% |
| YTD | -6.9% | +14.2% | -21.1% | -9.3% |
| All | +2.3% | +27.4% | -25.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling