-28.7%
CCI vs FROG
+55.2%
-83.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -1.4% | +48.2% | -49.6% | -3.4% |
| 30D | +12.7% | +11.4% | +1.3% | +11.9% |
| 3M | +23.0% | +28.5% | -5.5% | +21.1% |
| 6M | +0.6% | +63.7% | -63.1% | -2.6% |
| YTD | +4.9% | +77.1% | -72.2% | +0.5% |
| 1Y | +0.7% | +79.3% | -78.7% | -3.7% |
| 3Y | +10.2% | +323.8% | -313.5% | -4.4% |
| 5Y | -36.4% | +198.9% | -235.4% | -45.2% |
| All | -28.7% | +55.2% | -83.9% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling