-84.3%
FRMI vs CCEP
+19.7%
-104.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.5% | +4.3% |
| 7D | +2.4% | -3.1% | +5.5% | +1.3% |
| 30D | -17.3% | -2.6% | -14.7% | -17.9% |
| 3M | -17.2% | +14.9% | -32.1% | -12.3% |
| 6M | -43.4% | +2.3% | -45.6% | -44.1% |
| YTD | -36.0% | +17.8% | -53.8% | -25.4% |
| All | -84.3% | +19.7% | -104.0% | -80.5% |
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