+90.8%
FOXA vs CNP
+60.9%
+29.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | +12.0% | -1.8% | +13.8% | +12.7% |
| 3M | +0.3% | -4.6% | +4.9% | +1.8% |
| 6M | +12.5% | -8.8% | +21.3% | +16.1% |
| YTD | -9.6% | +5.2% | -14.9% | -12.2% |
| 1Y | +8.6% | +8.3% | +0.3% | +4.0% |
| 3Y | +118.5% | +54.9% | +63.7% | +77.1% |
| 5Y | +88.8% | +73.5% | +15.2% | +42.9% |
| All | +90.8% | +60.9% | +29.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling