-11.7%
CCI vs FOXA
+115.1%
-126.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | -4.4% | -3.7% | -0.7% | -3.9% |
| 30D | +0.3% | +5.4% | -5.0% | -0.3% |
| 3M | -20.0% | -3.7% | -16.2% | -19.8% |
| 6M | -14.5% | +12.6% | -27.1% | -15.9% |
| YTD | -14.9% | -10.0% | -4.9% | -14.0% |
| 1Y | -17.7% | +15.0% | -32.7% | -19.3% |
| All | -11.7% | +115.1% | -126.8% | -29.6% |
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