+90.8%
FOXA vs CG
+237.8%
-147.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.9% |
| 7D | -4.0% | -4.3% | +0.4% | -2.7% |
| 30D | +12.0% | -5.1% | +17.1% | +13.4% |
| 3M | +0.3% | +8.7% | -8.4% | -2.9% |
| 6M | +12.5% | -9.2% | +21.7% | +14.4% |
| YTD | -9.6% | -18.9% | +9.2% | -5.3% |
| 1Y | +8.6% | -25.6% | +34.2% | +16.5% |
| 3Y | +118.5% | +57.3% | +61.3% | +75.6% |
| 5Y | +88.8% | +10.2% | +78.6% | +63.8% |
| All | +90.8% | +237.8% | -147.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling