+45.1%
CCL vs FROG
+22.9%
+22.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.9% |
| 7D | -5.0% | -11.3% | +6.2% | -2.5% |
| 30D | -20.3% | +3.6% | -24.0% | -21.4% |
| 3M | -15.1% | +1.7% | -16.8% | -16.6% |
| 6M | -15.1% | +123.5% | -138.6% | -32.9% |
| YTD | -21.8% | +40.2% | -62.0% | -31.8% |
| 1Y | -24.8% | +81.0% | -105.8% | -40.0% |
| 3Y | +51.9% | +194.8% | -142.9% | -2.8% |
| 5Y | +4.0% | +131.8% | -127.8% | -38.1% |
| All | +45.1% | +22.9% | +22.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling