+21.9%
CCL vs FOXA
+11.1%
+10.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +6.9% |
| 7D | +11.6% | +9.9% | +1.7% | +10.8% |
| 30D | +22.5% | +10.0% | +12.6% | +21.6% |
| 3M | +6.4% | +18.4% | -12.0% | +5.2% |
| 6M | +23.4% | +12.2% | +11.2% | +20.2% |
| YTD | +4.2% | -3.8% | +8.0% | +11.5% |
| 1Y | +21.9% | +8.9% | +12.9% | +9.4% |
| All | +21.9% | +11.1% | +10.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling