+639.5%
CEG vs FROG
+246.5%
+392.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.4% |
| 7D | +8.0% | -11.3% | +19.3% | +9.8% |
| 30D | +12.9% | +3.6% | +9.3% | +11.9% |
| 3M | +13.2% | +1.7% | +11.5% | +11.9% |
| 6M | -7.0% | +123.5% | -130.5% | -20.7% |
| YTD | -15.0% | +40.2% | -55.2% | -22.2% |
| 1Y | -2.7% | +81.0% | -83.7% | -16.3% |
| 3Y | +184.1% | +194.8% | -10.7% | +114.0% |
| All | +639.5% | +246.5% | +392.9% | +418.7% |
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 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