+93.1%
FOXA vs CPB
-38.5%
+131.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -0.6% | -8.2% | +7.6% | +0.6% |
| 30D | +2.3% | -5.6% | +7.9% | +3.1% |
| 3M | -2.8% | +3.0% | -5.8% | -3.3% |
| 6M | +9.6% | -12.7% | +22.3% | +11.2% |
| YTD | -9.9% | -18.0% | +8.1% | -8.0% |
| 1Y | +5.4% | -31.7% | +37.1% | +10.1% |
| 3Y | +115.3% | -41.0% | +156.2% | +128.3% |
| 5Y | +93.1% | -38.4% | +131.5% | +90.9% |
| All | +93.1% | -38.5% | +131.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling