+61.3%
CL vs FOXA
+90.8%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | -2.2% | -4.0% | +1.8% | -1.7% |
| 30D | -4.8% | +12.0% | -16.8% | -6.2% |
| 3M | +4.9% | +0.3% | +4.7% | +4.4% |
| 6M | -5.7% | +12.5% | -18.2% | -7.6% |
| YTD | +14.4% | -9.6% | +24.0% | +15.1% |
| 1Y | +8.7% | +8.6% | +0.2% | +6.7% |
| 3Y | +30.0% | +118.5% | -88.6% | +14.8% |
| 5Y | +28.4% | +88.8% | -60.4% | +14.6% |
| All | +61.3% | +90.8% | -29.6% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling