+115.9%
FOXA vs CFG
+196.3%
-80.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | +12.0% | -3.8% | +15.8% | +13.4% |
| 3M | +0.3% | +11.5% | -11.2% | -3.5% |
| 6M | +12.5% | +19.2% | -6.7% | +5.4% |
| YTD | -9.6% | +23.7% | -33.3% | -16.6% |
| 1Y | +8.6% | +38.8% | -30.3% | -4.1% |
| All | +115.9% | +196.3% | -80.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling