+3,682.3%
CLS vs FOXA
+87.1%
+3,595.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.8% |
| 7D | +20.1% | -5.4% | +25.5% | +22.3% |
| 30D | +6.0% | +1.1% | +4.9% | +5.2% |
| 3M | -10.3% | -6.1% | -4.2% | -9.5% |
| 6M | +24.5% | +8.2% | +16.3% | +16.8% |
| YTD | +12.9% | -11.8% | +24.6% | +16.0% |
| 1Y | +36.7% | +9.9% | +26.8% | +24.5% |
| 3Y | +1,328.1% | +110.7% | +1,217.3% | +816.9% |
| 5Y | +3,682.3% | +86.9% | +3,595.4% | +2,262.4% |
| All | +3,682.3% | +87.1% | +3,595.2% | +2,262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling