-29.6%
CLS vs FOXA
+11.1%
-40.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.9% | -8.1% |
| 7D | -21.1% | +9.9% | -31.0% | -19.4% |
| 30D | -38.2% | +10.0% | -48.2% | -36.7% |
| 3M | -36.3% | +18.4% | -54.7% | -33.8% |
| 6M | -43.8% | +12.2% | -56.0% | -42.2% |
| YTD | -20.0% | -3.8% | -16.2% | -22.6% |
| 1Y | -29.6% | +8.9% | -38.5% | -26.3% |
| All | -29.6% | +11.1% | -40.7% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling