+23.3%
CAVA vs FROG
+231.5%
-208.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -4.7% |
| 7D | -12.4% | -2.2% | -10.3% | -12.1% |
| 30D | -11.2% | +3.0% | -14.2% | -11.8% |
| 3M | -33.8% | +10.3% | -44.1% | -35.6% |
| 6M | -32.5% | +116.7% | -149.2% | -44.5% |
| YTD | -8.0% | +41.9% | -49.9% | -17.8% |
| 1Y | -17.1% | +78.5% | -95.6% | -31.7% |
| 3Y | +37.8% | +224.1% | -186.3% | -18.0% |
| All | +23.3% | +231.5% | -208.2% | -25.0% |
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 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