+167.8%
CDE vs FROG
+22.9%
+144.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.2% |
| 7D | +0.5% | -11.3% | +11.8% | +2.9% |
| 30D | +21.9% | +3.6% | +18.2% | +20.7% |
| 3M | +14.9% | +1.7% | +13.3% | +13.9% |
| 6M | -10.5% | +123.5% | -134.0% | -25.5% |
| YTD | +19.3% | +40.2% | -21.0% | +7.7% |
| 1Y | +50.8% | +81.0% | -30.2% | +27.6% |
| 3Y | +782.3% | +194.8% | +587.6% | +541.4% |
| 5Y | +191.7% | +131.8% | +59.9% | +100.8% |
| All | +167.8% | +22.9% | +144.9% | +76.0% |
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