+159.5%
CDE vs FROG
+22.3%
+137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +9.5% | +1.3% | +8.1% | +8.8% |
| 3M | +25.5% | +11.1% | +14.4% | +22.1% |
| 6M | -7.9% | +108.3% | -116.2% | -22.1% |
| YTD | +15.6% | +39.6% | -24.0% | +4.4% |
| 1Y | +34.0% | +74.7% | -40.7% | +14.3% |
| 3Y | +791.9% | +224.1% | +567.8% | +535.6% |
| 5Y | +197.7% | +138.4% | +59.3% | +105.0% |
| All | +159.5% | +22.3% | +137.2% | +70.6% |
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