+120.3%
FOXA vs CVE
+53.7%
+66.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +5.4% | -16.1% | +21.5% | +7.3% |
| 30D | +6.3% | -10.4% | +16.7% | +7.3% |
| 3M | +8.3% | -2.4% | +10.7% | +7.9% |
| 6M | +7.6% | -4.4% | +12.0% | +7.3% |
| YTD | -7.9% | +64.9% | -72.9% | -15.6% |
| 1Y | +2.4% | +66.0% | -63.7% | -6.4% |
| 3Y | +120.3% | +57.7% | +62.7% | +91.9% |
| All | +120.3% | +53.7% | +66.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling