+33.1%
CLF vs FOXA
+99.6%
-66.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -5.6% |
| 7D | +10.4% | +2.7% | +7.7% | +8.6% |
| 30D | +0.6% | +10.0% | -9.4% | -5.8% |
| 3M | +4.1% | +5.0% | -0.9% | -0.6% |
| 6M | +15.1% | +3.4% | +11.7% | +8.0% |
| YTD | -4.7% | -5.5% | +0.7% | -5.6% |
| 1Y | +20.4% | +5.5% | +14.8% | +10.9% |
| 3Y | -23.4% | +139.3% | -162.7% | -60.0% |
| 5Y | -43.3% | +77.2% | -120.5% | -64.5% |
| All | +33.1% | +99.6% | -66.5% | -34.7% |
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