+91.7%
FOXA vs CRL
+142.3%
-50.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -2.9% | +8.9% | -11.8% | -4.8% |
| 30D | +5.1% | +14.0% | -8.8% | +1.6% |
| 3M | +4.7% | +19.8% | -15.2% | -0.1% |
| 6M | -0.2% | +102.0% | -102.3% | -16.1% |
| YTD | -9.2% | +70.8% | -80.1% | -21.4% |
| 1Y | -0.6% | +98.7% | -99.3% | -17.1% |
| 3Y | +125.7% | +98.2% | +27.5% | +78.6% |
| 5Y | +70.2% | -11.7% | +81.9% | +64.8% |
| All | +91.7% | +142.3% | -50.6% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling