+139.3%
FOXA vs CRL
+97.9%
+41.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.2% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +10.0% | +11.9% | -1.9% | +7.6% |
| 3M | +5.0% | +20.2% | -15.2% | +1.5% |
| 6M | +3.4% | +107.5% | -104.1% | -9.4% |
| YTD | -5.5% | +69.4% | -74.9% | -14.7% |
| 1Y | +5.5% | +99.7% | -94.2% | -7.7% |
| 3Y | +139.3% | +98.8% | +40.5% | +84.9% |
| All | +139.3% | +97.9% | +41.4% | +84.9% |
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