+21.4%
CCEP vs FROG
+73.6%
-52.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.0% | -5.5% | +4.5% | -1.1% |
| 30D | -1.6% | -3.1% | +1.5% | -1.7% |
| 3M | +11.9% | +1.2% | +10.6% | +12.0% |
| 6M | +7.5% | +113.7% | -106.2% | +8.8% |
| YTD | +18.7% | +38.9% | -20.1% | +21.2% |
| 1Y | +21.4% | +72.0% | -50.6% | +19.9% |
| All | +21.4% | +73.6% | -52.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling