+70.2%
FOXA vs CNH
-16.3%
+86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -2.5% |
| 7D | -2.9% | +6.4% | -9.3% | -4.3% |
| 30D | +5.1% | -1.6% | +6.8% | +5.3% |
| 3M | +4.7% | +11.6% | -6.9% | +1.3% |
| 6M | -0.2% | +12.5% | -12.8% | -4.4% |
| YTD | -9.2% | +31.1% | -40.3% | -17.5% |
| 1Y | -0.6% | +17.0% | -17.6% | -6.9% |
| 3Y | +125.7% | +28.7% | +97.0% | +100.4% |
| 5Y | +70.2% | -17.4% | +87.6% | +67.6% |
| All | +70.2% | -16.3% | +86.5% | +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