+93.1%
FOXA vs CFG
+100.9%
-7.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.5% |
| 30D | +2.3% | -3.7% | +6.0% | +3.7% |
| 3M | -2.8% | +9.5% | -12.3% | -6.1% |
| 6M | +9.6% | +22.2% | -12.6% | +1.5% |
| YTD | -9.9% | +22.3% | -32.2% | -16.8% |
| 1Y | +5.4% | +39.4% | -34.1% | -7.5% |
| 3Y | +115.3% | +188.5% | -73.2% | +41.6% |
| 5Y | +93.1% | +101.5% | -8.5% | +39.9% |
| All | +93.1% | +100.9% | -7.9% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling