+2,579.4%
CLS vs FOXA
+99.6%
+2,479.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.5% | -7.0% |
| 7D | +16.3% | +2.7% | +13.6% | +14.9% |
| 30D | -25.7% | +10.0% | -35.6% | -29.0% |
| 3M | -30.9% | +5.0% | -35.9% | -33.2% |
| 6M | -35.5% | +3.4% | -38.9% | -38.8% |
| YTD | -18.7% | -5.5% | -13.2% | -20.2% |
| 1Y | -17.9% | +5.5% | -23.4% | -23.9% |
| 3Y | +838.1% | +139.3% | +698.8% | +457.9% |
| 5Y | +1,971.9% | +77.2% | +1,894.7% | +1,321.7% |
| All | +2,579.4% | +99.6% | +2,479.8% | +1,385.8% |
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 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