+194.3%
CDE vs FROG
+136.2%
+58.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.7% | -3.5% |
| 7D | -6.1% | -2.2% | -3.9% | -5.6% |
| 30D | +9.5% | +3.0% | +6.5% | +8.3% |
| 3M | +32.0% | +10.3% | +21.7% | +27.8% |
| 6M | -12.8% | +116.7% | -129.5% | -29.7% |
| YTD | +14.2% | +41.9% | -27.7% | +0.6% |
| 1Y | +36.3% | +78.5% | -42.2% | +11.2% |
| 3Y | +821.4% | +224.1% | +597.3% | +486.6% |
| 5Y | +194.3% | +142.4% | +51.8% | +87.2% |
| All | +194.3% | +136.2% | +58.0% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling