+90.1%
FOXA vs CNH
+69.7%
+20.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +4.9% | +2.9% |
| 7D | -3.7% | -2.5% | -1.3% | -3.2% |
| 30D | +5.4% | +27.0% | -21.6% | -2.2% |
| 3M | -3.7% | +32.6% | -36.3% | -12.3% |
| 6M | +12.6% | +23.6% | -11.0% | +3.6% |
| YTD | -10.0% | +47.8% | -57.8% | -22.3% |
| 1Y | +15.0% | +21.3% | -6.2% | +5.4% |
| 3Y | +115.1% | +7.0% | +108.1% | +99.7% |
| 5Y | +93.0% | +10.2% | +82.9% | +71.1% |
| All | +90.1% | +69.7% | +20.4% | +26.3% |
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