+99.6%
FOXA vs CNP
+67.1%
+32.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +10.0% | +3.8% | +6.2% | +8.3% |
| 3M | +5.0% | +2.4% | +2.6% | +3.8% |
| 6M | +3.4% | -1.2% | +4.6% | +3.2% |
| YTD | -5.5% | +9.3% | -14.8% | -9.8% |
| 1Y | +5.5% | +6.4% | -0.9% | +1.8% |
| 3Y | +139.3% | +66.4% | +72.9% | +88.2% |
| 5Y | +77.2% | +75.7% | +1.5% | +33.7% |
| All | +99.6% | +67.1% | +32.5% | +28.2% |
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