-29.0%
CCI vs FROG
+45.3%
-74.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.9% |
| 7D | +3.2% | +17.0% | -13.8% | +2.2% |
| 30D | +12.2% | +1.3% | +10.9% | +11.9% |
| 3M | +23.1% | +17.5% | +5.7% | +21.7% |
| 6M | +1.3% | +46.8% | -45.5% | -1.5% |
| YTD | +4.5% | +65.8% | -61.3% | +0.4% |
| 1Y | +2.3% | +61.0% | -58.7% | -1.6% |
| 3Y | +9.8% | +296.7% | -286.9% | -4.4% |
| 5Y | -36.5% | +177.8% | -214.4% | -45.1% |
| All | -29.0% | +45.3% | -74.3% | -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