+848.2%
CLS vs FOXA
+135.4%
+712.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.4% |
| 7D | +2.8% | -2.4% | +5.2% | +3.1% |
| 30D | -30.1% | +8.6% | -38.7% | -30.8% |
| 3M | -21.7% | +9.9% | -31.6% | -23.1% |
| 6M | -36.2% | +0.8% | -37.1% | -36.4% |
| YTD | -17.8% | -6.1% | -11.7% | -16.0% |
| 1Y | -26.8% | +3.3% | -30.1% | -27.9% |
| All | +848.2% | +135.4% | +712.8% | +674.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling