-93.7%
FRMI vs CCEP
+32.3%
-126.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +13.4% |
| 7D | +34.6% | -0.3% | +34.9% | +34.4% |
| 30D | -44.6% | +11.0% | -55.6% | -41.9% |
| 3M | -72.9% | +9.2% | -82.1% | -71.6% |
| 6M | -62.3% | +27.2% | -89.5% | -58.1% |
| YTD | -74.3% | +30.3% | -104.5% | -68.5% |
| 1Y | -90.5% | +28.7% | -119.2% | -88.1% |
| All | -93.7% | +32.3% | -126.0% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling