+108.4%
CCEP vs FROG
+274.0%
-165.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +35.3% | -36.3% | -0.7% |
| 7D | +2.6% | +7.0% | -4.4% | +2.8% |
| 30D | +15.1% | +2.9% | +12.3% | +15.4% |
| 3M | +7.3% | +21.6% | -14.3% | +7.3% |
| 6M | +23.4% | +87.7% | -64.2% | +22.1% |
| YTD | +29.4% | +61.7% | -32.3% | +28.8% |
| 1Y | +34.2% | +113.7% | -79.4% | +31.4% |
| 3Y | +108.4% | +267.7% | -159.4% | +98.9% |
| All | +108.4% | +274.0% | -165.6% | +98.9% |
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 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