+108.4%
CCEP vs FROG
+323.8%
-215.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -0.3% | +48.2% | -48.5% | +0.1% |
| 30D | +11.0% | +11.4% | -0.4% | +11.3% |
| 3M | +9.2% | +28.5% | -19.3% | +9.3% |
| 6M | +27.2% | +63.7% | -36.5% | +26.5% |
| YTD | +30.3% | +77.1% | -46.8% | +29.7% |
| 1Y | +28.7% | +79.3% | -50.7% | +27.9% |
| All | +108.4% | +323.8% | -215.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling