-92.0%
FRMI vs CCEP
+34.2%
-126.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.4% | +25.3% | +27.3% |
| 7D | +66.2% | +2.1% | +64.1% | +67.5% |
| 30D | -17.4% | +10.6% | -28.0% | -13.6% |
| 3M | -60.5% | +10.3% | -70.8% | -58.4% |
| 6M | -56.5% | +31.1% | -87.6% | -51.2% |
| YTD | -67.4% | +32.1% | -99.5% | -59.9% |
| 1Y | -85.1% | +32.8% | -117.9% | -81.2% |
| All | -92.0% | +34.2% | -126.2% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling