+60.6%
CL vs FOXA
+90.3%
-29.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -5.2% | +2.3% | -7.5% | -5.5% |
| 3M | +3.3% | -2.8% | +6.2% | +3.2% |
| 6M | -4.4% | +9.6% | -14.0% | -5.9% |
| YTD | +13.9% | -9.9% | +23.8% | +14.7% |
| 1Y | +7.6% | +5.4% | +2.3% | +6.1% |
| 3Y | +29.6% | +115.3% | -85.7% | +14.7% |
| 5Y | +28.1% | +93.1% | -65.0% | +13.9% |
| All | +60.6% | +90.3% | -29.7% | +33.9% |
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