+346.1%
CCJ vs FROG
+129.7%
+216.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.7% |
| 7D | +0.7% | -11.3% | +12.0% | +3.0% |
| 30D | +6.9% | +3.6% | +3.2% | +5.8% |
| 3M | -11.6% | +1.7% | -13.3% | -12.7% |
| 6M | -16.2% | +123.5% | -139.7% | -30.5% |
| YTD | +10.1% | +40.2% | -30.1% | -0.9% |
| 1Y | +32.3% | +81.0% | -48.7% | +11.1% |
| 3Y | +171.3% | +194.8% | -23.5% | +87.8% |
| All | +346.1% | +129.7% | +216.5% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling