+99.6%
FOXA vs CCEP
+199.1%
-99.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.6% |
| 7D | +2.7% | +2.1% | +0.6% | +2.0% |
| 30D | +10.0% | +10.6% | -0.6% | +6.1% |
| 3M | +5.0% | +10.3% | -5.3% | +1.3% |
| 6M | +3.4% | +31.1% | -27.7% | -6.1% |
| YTD | -5.5% | +32.1% | -37.6% | -15.1% |
| 1Y | +5.5% | +32.8% | -27.3% | -5.5% |
| 3Y | +139.3% | +111.3% | +28.0% | +76.3% |
| 5Y | +77.2% | +147.5% | -70.3% | +20.4% |
| All | +99.6% | +199.1% | -99.5% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling