+90.8%
FOXA vs CPB
-21.7%
+112.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.7% |
| 7D | -4.0% | -8.6% | +4.6% | -2.3% |
| 30D | +12.0% | -7.2% | +19.2% | +13.4% |
| 3M | +0.3% | +0.9% | -0.6% | 0.0% |
| 6M | +12.5% | -11.8% | +24.3% | +14.7% |
| YTD | -9.6% | -19.4% | +9.8% | -6.5% |
| 1Y | +8.6% | -30.4% | +39.0% | +15.3% |
| 3Y | +118.5% | -40.2% | +158.7% | +136.3% |
| 5Y | +88.8% | -39.5% | +128.3% | +99.1% |
| All | +90.8% | -21.7% | +112.5% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling