+13.3%
FOXA vs CLX
-25.9%
+39.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +0.8% | -5.7% | +6.5% | +1.4% |
| 30D | +5.0% | -17.0% | +22.1% | +7.0% |
| 3M | -3.0% | -9.7% | +6.7% | -2.4% |
| 6M | +14.8% | -19.8% | +34.6% | +14.7% |
| YTD | -8.9% | -9.8% | +0.9% | -10.0% |
| 1Y | +13.3% | -26.2% | +39.5% | +10.9% |
| All | +13.3% | -25.9% | +39.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling