+107.2%
CCEP vs FROG
+129.7%
-22.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.9% |
| 7D | -3.1% | -11.3% | +8.2% | -2.4% |
| 30D | -2.6% | +3.6% | -6.2% | -3.0% |
| 3M | +14.9% | +1.7% | +13.3% | +14.4% |
| 6M | +2.3% | +123.5% | -121.3% | -4.1% |
| YTD | +17.8% | +40.2% | -22.4% | +14.0% |
| 1Y | +24.2% | +81.0% | -56.8% | +16.8% |
| 3Y | +84.7% | +194.8% | -110.0% | +59.5% |
| All | +107.2% | +129.7% | -22.5% | +83.9% |
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 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