-49.5%
CELH vs FROG
+83.7%
-133.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -3.2% |
| 7D | -7.0% | -11.3% | +4.2% | -7.7% |
| 30D | +5.2% | +3.6% | +1.5% | +5.4% |
| 3M | +10.5% | +1.7% | +8.8% | +10.5% |
| 6M | -32.7% | +123.5% | -156.2% | -24.5% |
| YTD | -33.0% | +40.2% | -73.2% | -28.9% |
| 1Y | -49.5% | +81.0% | -130.5% | -41.1% |
| All | -49.5% | +83.7% | -133.3% | -41.1% |
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 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