-40.6%
CAG vs FROG
+22.9%
-63.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.0% |
| 7D | -3.8% | -11.3% | +7.5% | -4.0% |
| 30D | +3.1% | +3.6% | -0.5% | +3.3% |
| 3M | +23.5% | +1.7% | +21.8% | +23.6% |
| 6M | -14.8% | +123.5% | -138.4% | -13.2% |
| YTD | -5.4% | +40.2% | -45.7% | -4.2% |
| 1Y | -11.8% | +81.0% | -92.8% | -10.2% |
| 3Y | -36.7% | +194.8% | -231.4% | -35.1% |
| 5Y | -40.3% | +131.8% | -172.1% | -38.1% |
| All | -40.6% | +22.9% | -63.5% | -36.0% |
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