-47.0%
CLF vs FOXA
+89.1%
-136.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +6.5% | -0.6% | +7.1% | +6.8% |
| 30D | +0.2% | +2.3% | -2.1% | -1.3% |
| 3M | -3.1% | -2.8% | -0.2% | -3.3% |
| 6M | +25.0% | +9.6% | +15.4% | +15.7% |
| YTD | -7.5% | -9.9% | +2.4% | -4.1% |
| 1Y | +11.5% | +5.4% | +6.1% | +3.8% |
| 3Y | -13.7% | +115.3% | -129.0% | -47.9% |
| 5Y | -47.0% | +93.1% | -140.1% | -70.6% |
| All | -47.0% | +89.1% | -136.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling