-43.6%
CCL vs FOXA
+99.6%
-143.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -3.5% |
| 7D | -1.2% | +2.7% | -3.9% | -3.2% |
| 30D | +13.1% | +10.0% | +3.1% | +4.6% |
| 3M | +3.4% | +5.0% | -1.6% | -1.8% |
| 6M | +18.7% | +3.4% | +15.3% | +9.8% |
| YTD | -2.3% | -5.5% | +3.2% | -4.5% |
| 1Y | +14.2% | +5.5% | +8.7% | +1.5% |
| 3Y | +133.6% | +139.3% | -5.7% | -3.4% |
| 5Y | +33.5% | +77.2% | -43.7% | -27.7% |
| All | -43.6% | +99.6% | -143.2% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling