-41.1%
CCI vs FROG
+22.5%
-63.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | +2.1% | -0.9% | +3.1% | +2.1% |
| 3M | -17.8% | +7.5% | -25.3% | -18.4% |
| 6M | -14.2% | +107.0% | -121.2% | -18.3% |
| YTD | -13.3% | +39.8% | -53.1% | -15.8% |
| 1Y | -16.6% | +74.8% | -91.4% | -20.5% |
| 3Y | -10.8% | +219.3% | -230.1% | -21.4% |
| 5Y | -50.3% | +133.0% | -183.3% | -56.6% |
| All | -41.1% | +22.5% | -63.6% | -47.3% |
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