-17.9%
CLS vs FOXA
+4.1%
-22.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.5% | -4.4% |
| 7D | +16.3% | +2.7% | +13.6% | +17.1% |
| 30D | -25.7% | +10.0% | -35.6% | -23.7% |
| 3M | -30.9% | +5.0% | -35.9% | -29.6% |
| 6M | -35.5% | +3.4% | -38.9% | -33.7% |
| YTD | -18.7% | -5.5% | -13.2% | -24.7% |
| 1Y | -17.9% | +5.5% | -23.4% | -16.0% |
| All | -17.9% | +4.1% | -22.0% | -16.0% |
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