+184.3%
CCEP vs FROG
+22.9%
+161.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -3.0% |
| 7D | -3.1% | -11.3% | +8.2% | -2.6% |
| 30D | -2.6% | +3.6% | -6.2% | -2.9% |
| 3M | +14.9% | +1.7% | +13.3% | +14.5% |
| 6M | +2.3% | +123.5% | -121.3% | -2.7% |
| YTD | +17.8% | +40.2% | -22.4% | +14.8% |
| 1Y | +24.2% | +81.0% | -56.8% | +18.5% |
| 3Y | +84.7% | +194.8% | -110.0% | +66.3% |
| 5Y | +103.2% | +131.8% | -28.6% | +77.8% |
| All | +184.3% | +22.9% | +161.4% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling