+113.1%
FOXA vs CRL
+39.9%
+73.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | -0.6% | -0.6% | -0.1% | -0.5% |
| 30D | +2.3% | +5.0% | -2.6% | +1.4% |
| 3M | -2.8% | +50.6% | -53.4% | -9.7% |
| 6M | +9.6% | +60.9% | -51.3% | 0.0% |
| YTD | -9.9% | +40.7% | -50.6% | -15.8% |
| 1Y | +5.4% | +73.3% | -67.9% | -5.8% |
| All | +113.1% | +39.9% | +73.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling