-22.3%
CEG vs FROG
+88.4%
-110.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +35.3% | -31.0% | +2.3% |
| 7D | -4.7% | +7.0% | -11.7% | -6.2% |
| 30D | -16.6% | +2.9% | -19.5% | -17.7% |
| 3M | -4.1% | +21.6% | -25.7% | -4.7% |
| 6M | -22.3% | +87.7% | -110.0% | -21.1% |
| All | -22.3% | +88.4% | -110.8% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling