+108.6%
FOXA vs CG
+48.1%
+60.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.3% |
| 7D | -5.4% | -6.4% | +1.0% | -4.2% |
| 30D | +1.1% | -7.1% | +8.2% | +2.5% |
| 3M | -6.1% | -1.6% | -4.5% | -6.3% |
| 6M | +8.2% | -8.3% | +16.6% | +9.3% |
| YTD | -11.8% | -23.8% | +12.0% | -7.4% |
| 1Y | +9.9% | -28.7% | +38.7% | +16.9% |
| All | +108.6% | +48.1% | +60.5% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling