+186.5%
CCEP vs FROG
+21.7%
+164.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.0% | -5.5% | +4.5% | -0.7% |
| 30D | -1.6% | -3.1% | +1.5% | -1.6% |
| 3M | +11.9% | +1.2% | +10.6% | +11.5% |
| 6M | +7.5% | +113.7% | -106.2% | +2.5% |
| YTD | +18.7% | +38.9% | -20.1% | +15.7% |
| 1Y | +21.4% | +72.0% | -50.6% | +16.2% |
| 3Y | +89.1% | +217.1% | -128.0% | +69.3% |
| 5Y | +108.7% | +130.6% | -21.9% | +82.7% |
| All | +186.5% | +21.7% | +164.8% | +148.2% |
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