-56.8%
CCL vs FOXA
+90.1%
-147.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.6% |
| 7D | -4.3% | -3.7% | -0.6% | -1.6% |
| 30D | -19.0% | +5.4% | -24.3% | -22.5% |
| 3M | -13.1% | -3.7% | -9.4% | -13.8% |
| 6M | -13.3% | +12.6% | -25.9% | -25.7% |
| YTD | -25.2% | -10.0% | -15.3% | -23.4% |
| 1Y | -27.2% | +15.0% | -42.2% | -40.3% |
| 3Y | +49.2% | +115.1% | -65.9% | -31.8% |
| 5Y | +0.4% | +93.0% | -92.7% | -49.9% |
| All | -56.8% | +90.1% | -147.0% | -81.9% |
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