+1,312.5%
CLS vs FOXA
+118.5%
+1,194.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +12.8% | -0.6% | +13.4% | +12.8% |
| 30D | +3.8% | +2.3% | +1.5% | +3.1% |
| 3M | -14.6% | -2.8% | -11.8% | -14.3% |
| 6M | +32.2% | +9.6% | +22.6% | +26.4% |
| YTD | +11.6% | -9.9% | +21.5% | +14.9% |
| 1Y | +35.1% | +5.4% | +29.7% | +29.1% |
| 3Y | +1,312.5% | +115.3% | +1,197.3% | +952.3% |
| All | +1,312.5% | +118.5% | +1,194.1% | +952.3% |
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 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