-19.8%
CEG vs FROG
+72.8%
-92.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +17.8% | +48.2% | -30.4% | +15.4% |
| 30D | -4.5% | +11.4% | -15.9% | -5.9% |
| 3M | +1.5% | +28.5% | -27.1% | +0.1% |
| 6M | -3.5% | +63.7% | -67.2% | -5.3% |
| YTD | -19.7% | +77.1% | -96.8% | -20.5% |
| 1Y | -19.8% | +79.3% | -99.1% | -21.7% |
| All | -19.8% | +72.8% | -92.6% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling