+82.1%
CL vs FOXA
+99.6%
-17.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.3% |
| 7D | +3.2% | +2.7% | +0.5% | +2.9% |
| 30D | +8.0% | +10.0% | -1.9% | +6.8% |
| 3M | +7.9% | +5.0% | +2.9% | +7.1% |
| 6M | +14.7% | +3.4% | +11.3% | +13.7% |
| YTD | +29.2% | -5.5% | +34.6% | +29.2% |
| 1Y | +29.5% | +5.5% | +24.0% | +27.7% |
| 3Y | +40.7% | +139.3% | -98.6% | +22.8% |
| 5Y | +43.9% | +77.2% | -33.3% | +30.0% |
| All | +82.1% | +99.6% | -17.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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