+32.0%
CCJ vs FROG
+71.9%
-39.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +5.9% | -5.5% | +11.4% | +6.4% |
| 30D | +4.7% | -3.1% | +7.8% | +5.0% |
| 3M | -3.3% | +1.2% | -4.5% | -3.7% |
| 6M | -7.0% | +113.7% | -120.7% | -12.4% |
| YTD | +11.5% | +38.9% | -27.4% | +8.8% |
| All | +32.0% | +71.9% | -39.9% | +27.1% |
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