-27.2%
CCL vs FOXA
+12.8%
-40.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -4.3% | -3.7% | -0.6% | -3.9% |
| 30D | -19.0% | +5.4% | -24.3% | -19.3% |
| 3M | -13.1% | -3.7% | -9.4% | -13.3% |
| 6M | -13.3% | +12.6% | -25.9% | -16.6% |
| YTD | -25.2% | -10.0% | -15.3% | -23.3% |
| 1Y | -27.2% | +15.0% | -42.2% | -30.0% |
| All | -27.2% | +12.8% | -40.0% | -30.0% |
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 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