-40.5%
CAG vs FROG
+192.4%
-232.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.1% | -2.1% |
| 7D | -1.8% | +26.8% | -28.6% | -0.4% |
| 30D | +9.7% | +10.6% | -0.9% | +10.8% |
| 3M | +0.5% | +27.2% | -26.7% | +2.1% |
| 6M | +8.9% | +58.7% | -49.8% | +11.7% |
| YTD | -8.4% | +75.3% | -83.7% | -5.2% |
| 1Y | -8.3% | +71.1% | -79.4% | -5.1% |
| 3Y | -36.1% | +319.6% | -355.7% | -31.6% |
| All | -40.5% | +192.4% | -232.9% | -36.5% |
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