+43.2%
CCL vs FROG
+21.7%
+21.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.1% | -5.5% | +5.4% | +1.1% |
| 30D | -20.0% | -3.1% | -16.9% | -19.8% |
| 3M | -13.7% | +1.2% | -14.9% | -15.1% |
| 6M | -9.0% | +113.7% | -122.7% | -27.2% |
| YTD | -22.8% | +38.9% | -61.7% | -32.5% |
| 1Y | -25.3% | +72.0% | -97.3% | -39.5% |
| 3Y | +54.1% | +217.1% | -163.0% | -3.7% |
| 5Y | +3.5% | +130.6% | -127.1% | -38.3% |
| All | +43.2% | +21.7% | +21.5% | -15.7% |
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