-16.7%
CCI vs FROG
+83.7%
-100.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.8% |
| 7D | -0.4% | -11.3% | +10.9% | -0.4% |
| 30D | +2.7% | +3.6% | -0.9% | +2.7% |
| 3M | -18.2% | +1.7% | -19.9% | -18.2% |
| 6M | -14.8% | +123.5% | -138.3% | -15.6% |
| YTD | -12.6% | +40.2% | -52.8% | -12.4% |
| 1Y | -16.7% | +81.0% | -97.7% | -17.5% |
| All | -16.7% | +83.7% | -100.5% | -17.5% |
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