+92.4%
FOXA vs CLBK
+59.0%
+33.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.8% | -1.5% | +2.2% | +1.3% |
| 30D | +5.0% | -1.0% | +6.1% | +5.4% |
| 3M | -3.0% | +22.9% | -25.9% | -9.9% |
| 6M | +14.8% | +44.2% | -29.4% | +0.6% |
| YTD | -8.9% | +64.0% | -72.9% | -24.2% |
| 1Y | +13.3% | +65.7% | -52.3% | -6.6% |
| 3Y | +115.4% | +54.1% | +61.4% | +76.3% |
| 5Y | +95.3% | +44.7% | +50.6% | +50.6% |
| All | +92.4% | +59.0% | +33.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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