+92.4%
FOXA vs CLX
-30.2%
+122.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +0.8% | -5.7% | +6.5% | +1.6% |
| 30D | +5.0% | -17.0% | +22.1% | +7.6% |
| 3M | -3.0% | -9.7% | +6.7% | -1.8% |
| 6M | +14.8% | -19.8% | +34.6% | +17.7% |
| YTD | -8.9% | -9.8% | +0.9% | -8.2% |
| 1Y | +13.3% | -26.2% | +39.5% | +17.2% |
| 3Y | +115.4% | -36.2% | +151.6% | +125.3% |
| 5Y | +95.3% | -38.3% | +133.6% | +103.6% |
| All | +92.4% | -30.2% | +122.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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