+27.2%
CLF vs FOXA
+86.3%
-59.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | -2.7% | -5.4% | +2.8% | +0.5% |
| 30D | -3.2% | +1.1% | -4.3% | -4.3% |
| 3M | -5.0% | -6.1% | +1.2% | -3.9% |
| 6M | +26.6% | +8.2% | +18.4% | +16.2% |
| YTD | -9.0% | -11.8% | +2.8% | -4.7% |
| 1Y | +11.8% | +9.9% | +1.9% | -0.5% |
| 3Y | -15.1% | +110.7% | -125.8% | -51.5% |
| 5Y | -48.2% | +86.9% | -135.1% | -68.8% |
| All | +27.2% | +86.3% | -59.0% | -34.1% |
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