+21.9%
CCL vs FRMI
-93.1%
+115.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -10.6% | +17.8% | +7.8% |
| 7D | +11.6% | -39.7% | +51.4% | +14.5% |
| 30D | +22.5% | -55.2% | +77.7% | +27.6% |
| 3M | +6.4% | -71.2% | +77.6% | +13.0% |
| 6M | +23.4% | -64.1% | +87.5% | +28.7% |
| YTD | +4.2% | -77.2% | +81.5% | +10.2% |
| 1Y | +21.9% | -93.2% | +115.0% | +32.3% |
| All | +21.9% | -93.1% | +115.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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