+115.4%
FOXA vs CNI
+19.7%
+95.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +5.0% | -2.7% | +7.7% | +5.8% |
| 3M | -3.0% | +3.9% | -7.0% | -4.2% |
| 6M | +14.8% | +16.4% | -1.6% | +9.6% |
| YTD | -8.9% | +25.8% | -34.7% | -15.5% |
| 1Y | +13.3% | +32.4% | -19.1% | +2.9% |
| 3Y | +115.4% | +19.1% | +96.3% | +99.6% |
| All | +115.4% | +19.7% | +95.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling