+90.3%
FOXA vs CHD
+58.6%
+31.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | +2.3% | -6.2% | +8.5% | +3.6% |
| 3M | -2.8% | +1.6% | -4.4% | -3.2% |
| 6M | +9.6% | -3.5% | +13.1% | +10.2% |
| YTD | -9.9% | +16.2% | -26.1% | -12.9% |
| 1Y | +5.4% | +3.4% | +2.0% | +4.2% |
| 3Y | +115.3% | +4.6% | +110.7% | +110.2% |
| 5Y | +93.1% | +21.1% | +71.9% | +79.7% |
| All | +90.3% | +58.6% | +31.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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