+5.6%
CDE vs FROG
+83.7%
-78.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.2% | +9.1% |
| 7D | +1.1% | -14.1% | +15.2% | +3.2% |
| 30D | -14.5% | -11.8% | -2.7% | -13.1% |
| 3M | -10.1% | +0.1% | -10.2% | -10.5% |
| 6M | -16.9% | +64.2% | -81.1% | -21.9% |
| YTD | -18.1% | +38.2% | -56.4% | -23.0% |
| 1Y | +5.6% | +85.4% | -79.8% | -2.7% |
| All | +5.6% | +83.7% | -78.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling