-54.8%
CCL vs FOXA
+90.8%
-145.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +2.7% |
| 7D | -5.0% | -4.0% | -1.1% | -2.1% |
| 30D | -20.3% | +12.0% | -32.3% | -27.5% |
| 3M | -15.1% | +0.3% | -15.4% | -18.6% |
| 6M | -15.1% | +12.5% | -27.6% | -27.3% |
| YTD | -21.8% | -9.6% | -12.1% | -20.0% |
| 1Y | -24.8% | +8.6% | -33.4% | -35.4% |
| 3Y | +51.9% | +118.5% | -66.7% | -31.6% |
| 5Y | +4.0% | +88.8% | -84.7% | -46.9% |
| All | -54.8% | +90.8% | -145.7% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling