+75.0%
FOXA vs CP
+24.6%
+50.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | +5.4% | +2.8% | +2.6% | +4.5% |
| 30D | +6.3% | +10.2% | -3.9% | +3.2% |
| 3M | +8.3% | +2.4% | +6.0% | +7.5% |
| 6M | +7.6% | +7.7% | -0.1% | +5.0% |
| YTD | -7.9% | +26.0% | -33.9% | -15.2% |
| 1Y | +2.4% | +34.6% | -32.3% | -7.9% |
| 3Y | +120.3% | +26.7% | +93.7% | +98.5% |
| All | +75.0% | +24.6% | +50.4% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling