+566.2%
CCJ vs FROG
+45.3%
+521.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.6% |
| 7D | +0.4% | +17.0% | -16.6% | -2.9% |
| 30D | -17.2% | +1.3% | -18.5% | -18.2% |
| 3M | -25.1% | +17.5% | -42.6% | -28.1% |
| 6M | -37.6% | +46.8% | -84.4% | -42.6% |
| YTD | -20.4% | +65.8% | -86.1% | -29.9% |
| 1Y | -22.5% | +61.0% | -83.5% | -31.5% |
| 3Y | +72.5% | +296.7% | -224.3% | +22.0% |
| 5Y | +179.9% | +177.8% | +2.0% | +93.4% |
| All | +566.2% | +45.3% | +521.0% | +366.0% |
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