+90.1%
FOXA vs CRL
+94.1%
-4.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.5% |
| 7D | -3.7% | -6.9% | +3.2% | -2.2% |
| 30D | +5.4% | -3.2% | +8.5% | +6.0% |
| 3M | -3.7% | +46.5% | -50.3% | -12.2% |
| 6M | +12.6% | +63.1% | -50.5% | -0.9% |
| YTD | -10.0% | +36.9% | -46.8% | -17.6% |
| 1Y | +15.0% | +78.1% | -63.1% | -1.8% |
| 3Y | +115.1% | +36.7% | +78.4% | +86.7% |
| 5Y | +93.0% | -38.1% | +131.1% | +105.3% |
| All | +90.1% | +94.1% | -4.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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