-43.6%
CAG vs FROG
+24.4%
-68.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.7% |
| 7D | -5.9% | -2.2% | -3.7% | -5.9% |
| 30D | -1.5% | +3.0% | -4.5% | -1.4% |
| 3M | +11.5% | +10.3% | +1.1% | +11.8% |
| 6M | -15.7% | +116.7% | -132.4% | -14.1% |
| YTD | -10.2% | +41.9% | -52.1% | -9.0% |
| 1Y | -18.1% | +78.5% | -96.6% | -16.6% |
| 3Y | -39.4% | +224.1% | -263.5% | -37.8% |
| 5Y | -42.6% | +142.4% | -185.0% | -40.5% |
| All | -43.6% | +24.4% | -68.0% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling