+20.6%
CLF vs FOXA
+94.4%
-73.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.6% |
| 7D | -19.6% | +5.4% | -25.0% | -22.3% |
| 30D | -5.0% | +6.3% | -11.3% | -9.1% |
| 3M | -6.3% | +8.3% | -14.6% | -12.3% |
| 6M | +2.8% | +7.6% | -4.8% | -6.3% |
| YTD | -13.7% | -7.9% | -5.8% | -13.0% |
| 1Y | +13.6% | +2.4% | +11.2% | +6.7% |
| 3Y | -34.0% | +120.3% | -154.3% | -63.7% |
| 5Y | -48.7% | +71.0% | -119.7% | -67.3% |
| All | +20.6% | +94.4% | -73.8% | -39.8% |
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