+86.9%
FOXA vs CRL
-37.6%
+124.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.4% | -4.6% | -0.8% | -4.6% |
| 30D | +1.1% | +0.5% | +0.7% | +1.0% |
| 3M | -6.1% | +46.6% | -52.7% | -12.6% |
| 6M | +8.2% | +57.3% | -49.0% | -1.2% |
| YTD | -11.8% | +39.5% | -51.3% | -17.8% |
| 1Y | +9.9% | +76.9% | -66.9% | -2.6% |
| 3Y | +110.7% | +39.4% | +71.4% | +87.6% |
| 5Y | +86.9% | -37.2% | +124.1% | +74.3% |
| All | +86.9% | -37.6% | +124.6% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling