+86.9%
FOXA vs CNP
+70.6%
+16.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | -6.1% | -5.6% | -0.5% | -5.0% |
| 6M | +8.2% | -7.5% | +15.7% | +9.9% |
| YTD | -11.8% | +5.5% | -17.3% | -13.6% |
| 1Y | +9.9% | +8.3% | +1.6% | +6.7% |
| 3Y | +110.7% | +51.8% | +59.0% | +83.1% |
| 5Y | +86.9% | +69.9% | +17.1% | +54.7% |
| All | +86.9% | +70.6% | +16.4% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling