+13.3%
FOXA vs CG
-33.8%
+47.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +0.8% | -9.9% | +10.7% | +2.3% |
| 30D | +5.0% | -11.7% | +16.7% | +6.7% |
| 3M | -3.0% | -4.3% | +1.3% | -3.1% |
| 6M | +14.8% | -8.8% | +23.5% | +15.0% |
| YTD | -8.9% | -26.9% | +17.9% | -3.8% |
| 1Y | +13.3% | -35.4% | +48.7% | +27.0% |
| All | +13.3% | -33.8% | +47.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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