+91.7%
FOXA vs CNH
+50.5%
+41.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -2.2% |
| 7D | -2.9% | +6.4% | -9.3% | -4.7% |
| 30D | +5.1% | -1.6% | +6.8% | +5.3% |
| 3M | +4.7% | +11.6% | -6.9% | +0.2% |
| 6M | -0.2% | +12.5% | -12.8% | -5.7% |
| YTD | -9.2% | +31.1% | -40.3% | -19.4% |
| 1Y | -0.6% | +17.0% | -17.6% | -8.6% |
| 3Y | +125.7% | +28.7% | +97.0% | +94.4% |
| 5Y | +70.2% | -17.4% | +87.6% | +65.5% |
| All | +91.7% | +50.5% | +41.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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