+86.3%
FOXA vs CHRW
+100.7%
-14.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -5.4% | +4.1% | -9.5% | -6.5% |
| 30D | +1.1% | +1.9% | -0.8% | +0.5% |
| 3M | -6.1% | -21.2% | +15.0% | -0.4% |
| 6M | +8.2% | -16.7% | +24.9% | +12.3% |
| YTD | -11.8% | -5.4% | -6.4% | -12.4% |
| 1Y | +9.9% | +21.2% | -11.3% | +0.6% |
| 3Y | +110.7% | +86.5% | +24.3% | +64.4% |
| 5Y | +86.9% | +93.0% | -6.1% | +38.4% |
| All | +86.3% | +100.7% | -14.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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