+93.1%
FOXA vs CRS
+1,363.4%
-1,270.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +0.8% | -6.8% | +7.6% | +1.9% |
| 30D | +5.0% | -16.1% | +21.2% | +7.9% |
| 3M | -3.0% | -21.2% | +18.1% | +0.2% |
| 6M | +14.8% | +8.7% | +6.1% | +11.7% |
| YTD | -8.9% | +41.0% | -49.9% | -15.8% |
| 1Y | +13.3% | +82.7% | -69.3% | -1.2% |
| 3Y | +115.4% | +604.8% | -489.4% | +36.1% |
| All | +93.1% | +1,363.4% | -1,270.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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