-22.5%
CCJ vs FROG
+70.9%
-93.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.8% |
| 7D | +0.4% | +17.0% | -16.6% | -1.8% |
| 30D | -17.2% | +1.3% | -18.5% | -18.1% |
| 3M | -25.1% | +17.5% | -42.6% | -26.6% |
| 6M | -37.6% | +46.8% | -84.4% | -39.5% |
| YTD | -20.4% | +65.8% | -86.1% | -22.5% |
| 1Y | -22.5% | +61.0% | -83.5% | -24.1% |
| All | -22.5% | +70.9% | -93.5% | -24.1% |
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