-72.9%
FRMI vs CCEP
+10.1%
-83.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +13.1% |
| 7D | +34.6% | -0.3% | +34.9% | +34.2% |
| 30D | -44.6% | +11.0% | -55.6% | -39.3% |
| 3M | -72.9% | +9.2% | -82.1% | -70.5% |
| All | -72.9% | +10.1% | -83.0% | -70.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling