+49.0%
CCL vs FOXA
+110.7%
-61.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | -4.4% | -5.4% | +1.0% | -2.1% |
| 30D | -18.2% | +1.1% | -19.3% | -18.7% |
| 3M | -17.7% | -6.1% | -11.6% | -16.4% |
| 6M | -13.0% | +8.2% | -21.2% | -19.3% |
| YTD | -24.5% | -11.8% | -12.7% | -20.5% |
| 1Y | -26.9% | +9.9% | -36.9% | -34.3% |
| All | +49.0% | +110.7% | -61.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling