+86.9%
FOXA vs CNH
+12.3%
+74.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -5.4% | +1.8% | -7.3% | -5.9% |
| 30D | +1.1% | +32.6% | -31.5% | -5.4% |
| 3M | -6.1% | +29.4% | -35.5% | -12.2% |
| 6M | +8.2% | +26.0% | -17.7% | +1.3% |
| YTD | -11.8% | +52.2% | -64.0% | -22.2% |
| 1Y | +9.9% | +23.9% | -13.9% | +2.5% |
| 3Y | +110.7% | +10.1% | +100.6% | +99.0% |
| 5Y | +86.9% | +13.2% | +73.8% | +67.6% |
| All | +86.9% | +12.3% | +74.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling