+35.3%
CLF vs FOXA
+96.5%
-61.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | -9.1% | +0.4% | -9.5% | -9.3% |
| 30D | -0.9% | +7.9% | -8.9% | -6.0% |
| 3M | +3.0% | +6.7% | -3.7% | -2.6% |
| 6M | +16.7% | +7.5% | +9.2% | +6.6% |
| YTD | -3.2% | -6.9% | +3.8% | -3.0% |
| 1Y | +24.6% | +2.2% | +22.4% | +17.4% |
| 3Y | -22.3% | +131.4% | -153.7% | -58.5% |
| 5Y | -41.2% | +76.2% | -117.4% | -63.1% |
| All | +35.3% | +96.5% | -61.2% | -32.9% |
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