+593.1%
CEG vs FROG
+349.4%
+243.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | +12.1% | +12.5% | -0.4% | +10.2% |
| 30D | +0.2% | +23.5% | -23.3% | -3.7% |
| 3M | +0.7% | +19.4% | -18.7% | -3.1% |
| 6M | +2.2% | +77.0% | -74.8% | -8.5% |
| YTD | -20.3% | +81.9% | -102.2% | -30.6% |
| 1Y | -16.1% | +90.7% | -106.7% | -27.7% |
| 3Y | +134.7% | +328.5% | -193.8% | +65.7% |
| All | +593.1% | +349.4% | +243.7% | +362.9% |
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