+15.0%
FOXA vs CRL
+73.3%
-58.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | -3.7% | -6.9% | +3.2% | -3.1% |
| 30D | +5.4% | -3.2% | +8.5% | +5.7% |
| 3M | -3.7% | +46.5% | -50.3% | -7.7% |
| 6M | +12.6% | +63.1% | -50.5% | +6.3% |
| YTD | -10.0% | +36.9% | -46.8% | -12.8% |
| 1Y | +15.0% | +78.1% | -63.1% | +10.2% |
| All | +15.0% | +73.3% | -58.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling