+8.9%
FOXA vs CCEP
+36.9%
-28.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.3% |
| 7D | +9.9% | +4.2% | +5.6% | +9.1% |
| 30D | +10.0% | +14.2% | -4.2% | +8.2% |
| 3M | +18.4% | +9.1% | +9.3% | +17.1% |
| 6M | +12.2% | +26.9% | -14.7% | +12.6% |
| YTD | -3.8% | +29.1% | -32.9% | -3.2% |
| 1Y | +8.9% | +36.8% | -27.8% | +6.9% |
| All | +8.9% | +36.9% | -28.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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