-49.3%
CCI vs FOXA
+93.7%
-143.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +2.2% | +5.0% | -2.8% | +1.3% |
| 3M | -16.9% | -3.0% | -13.9% | -16.7% |
| 6M | -11.5% | +14.8% | -26.3% | -14.2% |
| YTD | -12.8% | -8.9% | -3.9% | -11.8% |
| 1Y | -17.1% | +13.3% | -30.4% | -19.8% |
| 3Y | -9.6% | +115.4% | -125.0% | -27.4% |
| All | -49.3% | +93.7% | -143.0% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling