+818.0%
CCJ vs FROG
+22.5%
+795.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +4.2% | -4.8% | +9.0% | +5.0% |
| 30D | +3.2% | -0.9% | +4.1% | +3.0% |
| 3M | -1.8% | +7.5% | -9.3% | -3.7% |
| 6M | -13.5% | +107.0% | -120.6% | -25.1% |
| YTD | +9.7% | +39.8% | -30.1% | +0.4% |
| 1Y | +30.0% | +74.8% | -44.8% | +13.2% |
| 3Y | +172.6% | +219.3% | -46.7% | +101.4% |
| 5Y | +342.9% | +133.0% | +210.0% | +217.4% |
| All | +818.0% | +22.5% | +795.5% | +567.6% |
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