+146.4%
CCL vs FROG
+274.0%
-127.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.9% | -3.6% |
| 7D | +3.1% | +7.0% | -3.9% | +1.7% |
| 30D | +13.7% | +2.9% | +10.8% | +12.4% |
| 3M | +3.8% | +21.6% | -17.8% | -0.1% |
| 6M | +9.3% | +87.7% | -78.4% | -2.8% |
| YTD | -1.1% | +61.7% | -62.8% | -11.2% |
| 1Y | +14.6% | +113.7% | -99.1% | -4.5% |
| 3Y | +146.4% | +267.7% | -121.3% | +59.3% |
| All | +146.4% | +274.0% | -127.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling