+148.3%
CCEP vs FROG
+207.6%
-59.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.3% |
| 7D | +2.1% | +12.5% | -10.4% | +1.7% |
| 30D | +10.6% | +23.5% | -12.9% | +9.5% |
| 3M | +10.3% | +19.4% | -9.1% | +9.2% |
| 6M | +31.1% | +77.0% | -45.9% | +26.5% |
| YTD | +32.1% | +81.9% | -49.8% | +26.6% |
| 1Y | +32.8% | +90.7% | -57.8% | +26.6% |
| 3Y | +111.3% | +328.5% | -217.2% | +80.4% |
| All | +148.3% | +207.6% | -59.3% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling