+38.8%
CAVA vs FROG
+227.6%
-188.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | -9.2% | -11.3% | +2.1% | -7.2% |
| 30D | -8.2% | +3.6% | -11.8% | -8.9% |
| 3M | -15.3% | +1.7% | -17.0% | -16.4% |
| 6M | -23.6% | +123.5% | -147.1% | -37.7% |
| YTD | +3.5% | +40.2% | -36.7% | -7.3% |
| 1Y | -7.9% | +81.0% | -88.9% | -24.5% |
| 3Y | +38.7% | +194.8% | -156.1% | -12.5% |
| All | +38.8% | +227.6% | -188.8% | -15.4% |
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