+562.3%
CEG vs FROG
+309.6%
+252.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.4% |
| 7D | +1.7% | +17.0% | -15.4% | -1.3% |
| 30D | -10.2% | +1.3% | -11.5% | -11.1% |
| 3M | -0.8% | +17.5% | -18.3% | -4.5% |
| 6M | -11.5% | +46.8% | -58.3% | -18.5% |
| YTD | -23.9% | +65.8% | -89.7% | -32.7% |
| 1Y | -25.4% | +61.0% | -86.4% | -33.8% |
| 3Y | +124.2% | +296.7% | -172.6% | +60.1% |
| All | +562.3% | +309.6% | +252.7% | +348.6% |
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