+91.2%
CCL vs FROG
+51.8%
+39.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -3.0% | +2.7% |
| 7D | +3.1% | +27.1% | -24.1% | -3.2% |
| 30D | +17.5% | +5.8% | +11.7% | +14.2% |
| 3M | +6.8% | +20.8% | -14.0% | 0.0% |
| 6M | +18.7% | +53.3% | -34.6% | +3.6% |
| YTD | +3.0% | +73.2% | -70.2% | -15.9% |
| 1Y | +17.7% | +80.3% | -62.6% | -5.4% |
| 3Y | +155.6% | +318.3% | -162.7% | +47.1% |
| 5Y | +30.2% | +179.9% | -149.7% | -27.3% |
| All | +91.2% | +51.8% | +39.4% | +5.0% |
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