+98.3%
FOXA vs CFG
+157.4%
-59.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +8.6% | +3.1% | +5.5% | +7.4% |
| 3M | +9.9% | -9.7% | +19.6% | +14.1% |
| 6M | +0.8% | +6.7% | -5.9% | -1.9% |
| YTD | -6.1% | +15.2% | -21.3% | -11.8% |
| 1Y | +3.3% | +28.8% | -25.5% | -7.0% |
| 3Y | +133.5% | +190.1% | -56.6% | +50.5% |
| 5Y | +75.8% | +63.4% | +12.4% | +36.6% |
| All | +98.3% | +157.4% | -59.0% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling