+90.3%
FOXA vs CLBK
+60.3%
+30.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.6% | +1.1% | -1.8% | -1.0% |
| 30D | +2.3% | +7.8% | -5.4% | -0.5% |
| 3M | -2.8% | +23.9% | -26.7% | -10.0% |
| 6M | +9.6% | +42.3% | -32.7% | -3.5% |
| YTD | -9.9% | +65.4% | -75.3% | -25.3% |
| 1Y | +5.4% | +70.3% | -64.9% | -14.0% |
| 3Y | +115.3% | +54.5% | +60.8% | +76.0% |
| 5Y | +93.1% | +43.1% | +50.0% | +50.3% |
| All | +90.3% | +60.3% | +30.0% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling