+9.9%
FOXA vs CP
+19.4%
-9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +1.1% | -0.5% | +1.6% | +1.2% |
| 3M | -6.1% | +0.1% | -6.2% | -6.1% |
| 6M | +8.2% | +7.8% | +0.4% | +8.4% |
| YTD | -11.8% | +22.9% | -34.6% | -12.8% |
| 1Y | +9.9% | +21.3% | -11.4% | +10.2% |
| All | +9.9% | +19.4% | -9.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling