+92.4%
FOXA vs CNP
+58.7%
+33.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +5.0% | -2.9% | +8.0% | +6.2% |
| 3M | -3.0% | -7.5% | +4.5% | -0.3% |
| 6M | +14.8% | -7.9% | +22.7% | +17.9% |
| YTD | -8.9% | +3.7% | -12.7% | -11.1% |
| 1Y | +13.3% | +4.6% | +8.7% | +10.1% |
| 3Y | +115.4% | +49.1% | +66.3% | +77.4% |
| 5Y | +95.3% | +69.2% | +26.1% | +49.4% |
| All | +92.4% | +58.7% | +33.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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