+90.8%
FOXA vs CLX
-26.0%
+116.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -4.0% | -9.2% | +5.3% | -2.7% |
| 30D | +12.0% | -11.0% | +23.0% | +13.7% |
| 3M | +0.3% | +5.0% | -4.8% | -0.4% |
| 6M | +12.5% | -18.8% | +31.3% | +15.1% |
| YTD | -9.6% | -4.4% | -5.2% | -9.7% |
| 1Y | +8.6% | -21.9% | +30.4% | +11.4% |
| 3Y | +118.5% | -32.8% | +151.3% | +127.0% |
| 5Y | +88.8% | -34.6% | +123.3% | +95.2% |
| All | +90.8% | -26.0% | +116.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling