+70.2%
FOXA vs CVE
+156.5%
-86.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | -2.9% | +4.6% | -7.5% | -3.5% |
| 30D | +5.1% | -12.0% | +17.1% | +6.9% |
| 3M | +4.7% | -3.8% | +8.5% | +4.8% |
| 6M | -0.2% | -2.7% | +2.5% | -0.5% |
| YTD | -9.2% | +73.6% | -82.8% | -18.3% |
| 1Y | -0.6% | +62.0% | -62.6% | -9.5% |
| 3Y | +125.7% | +72.7% | +53.0% | +97.6% |
| 5Y | +70.2% | +153.9% | -83.8% | +32.5% |
| All | +70.2% | +156.5% | -86.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling