+31.6%
CLF vs FOXA
+90.8%
-59.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.8% |
| 7D | +7.6% | -4.0% | +11.5% | +10.2% |
| 30D | -1.2% | +12.0% | -13.2% | -8.4% |
| 3M | -13.4% | +0.3% | -13.6% | -16.0% |
| 6M | +15.4% | +12.5% | +2.9% | +3.3% |
| YTD | -5.9% | -9.6% | +3.8% | -2.8% |
| 1Y | +18.8% | +8.6% | +10.2% | +6.6% |
| 3Y | -19.4% | +118.5% | -137.9% | -55.0% |
| 5Y | -47.7% | +88.8% | -136.5% | -68.6% |
| All | +31.6% | +90.8% | -59.3% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling