+215.9%
CCEP vs FROG
+51.8%
+164.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -6.0% | +1.0% |
| 7D | +1.7% | +27.1% | -25.5% | +0.7% |
| 30D | +12.7% | +5.8% | +6.9% | +12.3% |
| 3M | +8.5% | +20.8% | -12.3% | +7.3% |
| 6M | +25.6% | +53.3% | -27.8% | +22.4% |
| YTD | +30.9% | +73.2% | -42.3% | +26.2% |
| 1Y | +32.0% | +80.3% | -48.3% | +26.7% |
| 3Y | +110.9% | +318.3% | -207.4% | +86.3% |
| 5Y | +138.5% | +179.9% | -41.4% | +107.0% |
| All | +215.9% | +51.8% | +164.1% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling