+92.4%
FOXA vs CPB
-23.1%
+115.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +5.0% | -7.1% | +12.1% | +6.4% |
| 3M | -3.0% | -6.0% | +3.0% | -2.1% |
| 6M | +14.8% | -5.3% | +20.0% | +15.5% |
| YTD | -8.9% | -20.8% | +11.9% | -5.5% |
| 1Y | +13.3% | -33.8% | +47.2% | +21.5% |
| 3Y | +115.4% | -43.7% | +159.1% | +136.1% |
| 5Y | +95.3% | -40.7% | +136.0% | +106.7% |
| All | +92.4% | -23.1% | +115.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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