+90.8%
FOXA vs CMS
+55.5%
+35.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.0% | +0.4% | -4.3% | -4.1% |
| 30D | +12.0% | -3.6% | +15.6% | +13.5% |
| 3M | +0.3% | -1.9% | +2.2% | +0.8% |
| 6M | +12.5% | -11.0% | +23.4% | +17.0% |
| YTD | -9.6% | +0.2% | -9.8% | -10.3% |
| 1Y | +8.6% | -1.3% | +9.9% | +8.2% |
| 3Y | +118.5% | +35.9% | +82.6% | +89.0% |
| 5Y | +88.8% | +23.1% | +65.7% | +66.6% |
| All | +90.8% | +55.5% | +35.3% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling