-25.9%
CCJ vs FROG
+83.7%
-109.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -14.5% | -14.1% | -0.4% | -13.4% |
| 30D | -18.1% | -11.8% | -6.3% | -17.2% |
| 3M | -23.0% | +0.1% | -23.1% | -22.9% |
| 6M | -39.4% | +64.2% | -103.6% | -40.9% |
| YTD | -21.7% | +38.2% | -59.9% | -23.3% |
| 1Y | -25.9% | +85.4% | -111.3% | -32.1% |
| All | -25.9% | +83.7% | -109.6% | -32.1% |
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