+11.7%
CCI vs FOXA
+136.9%
-125.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +0.9% |
| 7D | +2.5% | +2.7% | -0.2% | +2.2% |
| 30D | +14.4% | +10.0% | +4.4% | +13.3% |
| 3M | +21.7% | +5.0% | +16.7% | +21.0% |
| 6M | +4.0% | +3.4% | +0.6% | +3.4% |
| YTD | +6.2% | -5.5% | +11.7% | +6.5% |
| 1Y | +5.4% | +5.5% | -0.1% | +4.5% |
| 3Y | +11.7% | +139.3% | -127.6% | -10.1% |
| All | +11.7% | +136.9% | -125.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling