+93.0%
FOXA vs CLBK
+41.8%
+51.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | -3.7% | -1.4% | -2.4% | -3.4% |
| 30D | +5.4% | +4.5% | +0.8% | +4.2% |
| 3M | -3.7% | +22.8% | -26.5% | -8.2% |
| 6M | +12.6% | +43.4% | -30.9% | +3.6% |
| YTD | -10.0% | +64.1% | -74.1% | -19.9% |
| 1Y | +15.0% | +67.6% | -52.5% | +1.5% |
| 3Y | +115.1% | +53.3% | +61.8% | +90.3% |
| 5Y | +93.0% | +44.8% | +48.2% | +56.9% |
| All | +93.0% | +41.8% | +51.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling