+75.8%
FOXA vs CPB
-33.9%
+109.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -2.4% | -4.1% | +1.7% | -1.8% |
| 30D | +8.6% | +16.9% | -8.3% | +6.0% |
| 3M | +9.9% | -0.6% | +10.4% | +9.6% |
| 6M | +0.8% | +11.4% | -10.5% | -0.9% |
| YTD | -6.1% | -14.8% | +8.7% | -5.1% |
| 1Y | +3.3% | -24.8% | +28.0% | +6.0% |
| 3Y | +133.5% | -36.6% | +170.1% | +143.7% |
| 5Y | +75.8% | -33.3% | +109.2% | +63.4% |
| All | +75.8% | -33.9% | +109.7% | +63.4% |
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