+97.5%
FOXA vs CVE
+272.6%
-175.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +7.9% | -10.1% | +17.9% | +9.8% |
| 30D | +8.5% | -12.1% | +20.6% | +10.7% |
| 3M | +6.2% | -1.9% | +8.1% | +6.0% |
| 6M | +8.0% | -1.8% | +9.9% | +7.5% |
| YTD | -6.5% | +65.8% | -72.3% | -16.1% |
| 1Y | +3.6% | +60.8% | -57.3% | -6.7% |
| 3Y | +136.0% | +70.1% | +65.9% | +105.8% |
| 5Y | +77.7% | +134.8% | -57.0% | +40.8% |
| All | +97.5% | +272.6% | -175.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling