+15.0%
FOXA vs CPB
-33.6%
+48.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.7% |
| 7D | -3.7% | -5.4% | +1.6% | -2.9% |
| 30D | +5.4% | -7.8% | +13.2% | +6.5% |
| 3M | -3.7% | -6.9% | +3.2% | -3.3% |
| 6M | +12.6% | -12.2% | +24.8% | +12.8% |
| YTD | -10.0% | -21.1% | +11.1% | -9.8% |
| 1Y | +15.0% | -33.5% | +48.5% | +13.8% |
| All | +15.0% | -33.6% | +48.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling