-93.2%
FRMI vs CCEP
+36.9%
-130.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.8% | -14.4% | -8.8% |
| 7D | -39.7% | +4.2% | -44.0% | -38.3% |
| 30D | -55.2% | +14.2% | -69.3% | -52.2% |
| 3M | -71.2% | +9.1% | -80.3% | -69.7% |
| 6M | -64.1% | +26.9% | -91.0% | -59.5% |
| YTD | -77.2% | +29.1% | -106.3% | -70.7% |
| 1Y | -93.2% | +36.8% | -129.9% | -90.9% |
| All | -93.2% | +36.9% | -130.1% | -90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling