-15.4%
CCI vs FOXA
+90.3%
-105.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.5% | +2.3% | -1.8% | 0.0% |
| 3M | -16.3% | -2.8% | -13.4% | -16.2% |
| 6M | -13.9% | +9.6% | -23.5% | -16.1% |
| YTD | -12.4% | -9.9% | -2.5% | -11.3% |
| 1Y | -15.2% | +5.4% | -20.6% | -17.0% |
| 3Y | -9.9% | +115.3% | -125.1% | -26.0% |
| 5Y | -50.8% | +93.1% | -143.9% | -59.2% |
| All | -15.4% | +90.3% | -105.7% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling