+546.7%
CCJ vs FROG
+59.4%
+487.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.9% |
| 7D | -0.8% | +12.5% | -13.3% | -2.7% |
| 30D | -13.2% | +23.5% | -36.7% | -16.9% |
| 3M | -27.6% | +19.4% | -47.0% | -30.6% |
| 6M | -38.7% | +77.0% | -115.7% | -45.3% |
| YTD | -22.7% | +81.9% | -104.6% | -33.0% |
| 1Y | -17.6% | +90.7% | -108.2% | -29.3% |
| 3Y | +62.7% | +328.5% | -265.8% | +13.6% |
| 5Y | +159.7% | +207.0% | -47.3% | +76.6% |
| All | +546.7% | +59.4% | +487.3% | +345.3% |
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