+90.8%
FOXA vs CRL
+105.1%
-14.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.0% |
| 7D | -4.0% | -1.0% | -2.9% | -3.7% |
| 30D | +12.0% | +10.7% | +1.3% | +9.4% |
| 3M | +0.3% | +55.3% | -55.0% | -9.7% |
| 6M | +12.5% | +60.7% | -48.2% | -0.5% |
| YTD | -9.6% | +44.6% | -54.3% | -18.3% |
| 1Y | +8.6% | +77.7% | -69.2% | -7.1% |
| 3Y | +118.5% | +37.6% | +80.9% | +89.9% |
| 5Y | +88.8% | -35.8% | +124.6% | +99.8% |
| All | +90.8% | +105.1% | -14.3% | +10.4% |
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