+86.3%
FOXA vs CMS
+54.8%
+31.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +1.1% | -1.3% | +2.4% | +1.6% |
| 3M | -6.1% | -5.4% | -0.7% | -4.3% |
| 6M | +8.2% | -10.3% | +18.6% | +12.3% |
| YTD | -11.8% | -0.2% | -11.6% | -12.3% |
| 1Y | +9.9% | -0.9% | +10.8% | +9.4% |
| 3Y | +110.7% | +34.0% | +76.8% | +83.3% |
| 5Y | +86.9% | +23.6% | +63.4% | +64.7% |
| All | +86.3% | +54.8% | +31.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling