-37.0%
CAG vs FROG
+217.1%
-254.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | -5.3% | -5.5% | +0.2% | -5.4% |
| 30D | +1.0% | -3.1% | +4.1% | +0.9% |
| 3M | +17.4% | +1.2% | +16.1% | +17.6% |
| 6M | -16.8% | +113.7% | -130.5% | -14.5% |
| YTD | -6.8% | +38.9% | -45.6% | -5.0% |
| 1Y | -15.4% | +72.0% | -87.4% | -13.4% |
| All | -37.0% | +217.1% | -254.1% | -38.3% |
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 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