-19.5%
CCL vs FRMI
-78.6%
+59.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -4.3% | +10.9% | -15.2% | -4.6% |
| 30D | -19.0% | -24.3% | +5.3% | -18.5% |
| 3M | -13.1% | -21.8% | +8.7% | -12.8% |
| 6M | -13.3% | -33.0% | +19.8% | -13.3% |
| YTD | -25.2% | -32.6% | +7.4% | -25.0% |
| All | -19.5% | -78.6% | +59.1% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling