+16.9%
CLF vs FOXA
+4.7%
+12.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +2.3% | -2.4% | +4.7% | +2.1% |
| 30D | +1.9% | +8.6% | -6.7% | +2.4% |
| 3M | +5.9% | +9.9% | -4.0% | +6.2% |
| 6M | +16.9% | +0.8% | +16.1% | +22.0% |
| All | +16.9% | +4.7% | +12.2% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling