+93.0%
FOXA vs CLX
-37.2%
+130.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -3.7% | -5.9% | +2.1% | -3.0% |
| 30D | +5.4% | -17.0% | +22.4% | +7.8% |
| 3M | -3.7% | -9.6% | +5.9% | -2.7% |
| 6M | +12.6% | -21.5% | +34.1% | +15.4% |
| YTD | -10.0% | -8.8% | -1.2% | -9.6% |
| 1Y | +15.0% | -24.7% | +39.7% | +18.2% |
| 3Y | +115.1% | -35.6% | +150.7% | +123.3% |
| 5Y | +93.0% | -37.6% | +130.7% | +102.2% |
| All | +93.0% | -37.2% | +130.2% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling