-37.8%
CCI vs FROG
+182.9%
-220.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -1.2% |
| 7D | +0.9% | +27.1% | -26.2% | -0.3% |
| 30D | +10.3% | +5.8% | +4.5% | +9.8% |
| 3M | +17.9% | +20.8% | -3.0% | +16.5% |
| 6M | -0.5% | +53.3% | -53.8% | -3.2% |
| YTD | +2.7% | +73.2% | -70.5% | -1.3% |
| 1Y | +3.1% | +80.3% | -77.2% | -1.3% |
| 3Y | +8.0% | +318.3% | -310.4% | -7.7% |
| 5Y | -37.8% | +179.9% | -217.7% | -45.8% |
| All | -37.8% | +182.9% | -220.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling