+76.5%
FOXA vs CCEP
+147.2%
-70.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +2.7% | +2.1% | +0.6% | +2.1% |
| 30D | +10.0% | +10.6% | -0.6% | +7.0% |
| 3M | +5.0% | +10.3% | -5.3% | +2.2% |
| 6M | +3.4% | +31.1% | -27.7% | -3.7% |
| YTD | -5.5% | +32.1% | -37.6% | -12.9% |
| 1Y | +5.5% | +32.8% | -27.3% | -2.9% |
| 3Y | +139.3% | +111.3% | +28.0% | +84.8% |
| All | +76.5% | +147.2% | -70.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling