+3,763.4%
CLS vs FOXA
+92.4%
+3,671.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.4% | +6.1% |
| 7D | +10.9% | +0.8% | +10.2% | +10.5% |
| 30D | +2.1% | +5.0% | -3.0% | -0.5% |
| 3M | -10.2% | -3.0% | -7.2% | -11.1% |
| 6M | +30.4% | +14.8% | +15.6% | +18.1% |
| YTD | +17.2% | -8.9% | +26.1% | +18.0% |
| 1Y | +41.0% | +13.3% | +27.7% | +26.1% |
| 3Y | +1,338.0% | +115.4% | +1,222.6% | +809.8% |
| 5Y | +3,860.6% | +95.3% | +3,765.3% | +2,498.1% |
| All | +3,763.4% | +92.4% | +3,671.1% | +2,097.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling