-13.1%
CAVA vs FROG
+74.0%
-87.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.1% | +3.5% |
| 7D | -8.0% | -0.5% | -7.6% | -8.0% |
| 30D | -19.6% | +1.3% | -20.9% | -19.5% |
| 3M | -36.7% | +11.1% | -47.8% | -36.9% |
| 6M | -30.6% | +108.3% | -138.9% | -34.3% |
| YTD | -4.8% | +39.6% | -44.4% | -7.1% |
| 1Y | -13.1% | +74.7% | -87.9% | -19.5% |
| All | -13.1% | +74.0% | -87.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling