-18.7%
CCL vs FRMI
-78.0%
+59.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -4.4% | +15.9% | -20.3% | -4.8% |
| 30D | -18.2% | -6.0% | -12.2% | -18.3% |
| 3M | -17.7% | -1.6% | -16.1% | -17.9% |
| 6M | -13.0% | -30.7% | +17.7% | -13.0% |
| YTD | -24.5% | -30.9% | +6.4% | -24.3% |
| All | -18.7% | -78.0% | +59.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling