+810.1%
CDE vs FROG
+219.3%
+590.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -2.0% | -4.8% | +2.8% | -1.0% |
| 30D | +15.7% | -0.9% | +16.6% | +15.6% |
| 3M | +30.5% | +7.5% | +23.1% | +28.0% |
| 6M | -7.4% | +107.0% | -114.4% | -20.9% |
| YTD | +17.9% | +39.8% | -21.9% | +7.5% |
| 1Y | +46.7% | +74.8% | -28.1% | +26.1% |
| All | +810.1% | +219.3% | +590.8% | +603.5% |
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