+50.5%
CAVA vs FROG
+219.3%
-168.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | -8.5% | -4.8% | -3.7% | -7.8% |
| 30D | -8.2% | -0.9% | -7.3% | -8.2% |
| 3M | -25.9% | +7.5% | -33.4% | -27.4% |
| 6M | -30.9% | +107.0% | -137.9% | -41.8% |
| YTD | -3.7% | +39.8% | -43.5% | -12.9% |
| 1Y | -13.4% | +74.8% | -88.2% | -27.2% |
| All | +50.5% | +219.3% | -168.8% | -6.3% |
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