+285.2%
CELH vs FROG
+22.3%
+262.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | -11.2% | -0.5% | -10.7% | -11.1% |
| 30D | -1.4% | +1.3% | -2.8% | -2.5% |
| 3M | -4.2% | +11.1% | -15.2% | -7.5% |
| 6M | -40.5% | +108.3% | -148.8% | -52.4% |
| YTD | -40.5% | +39.6% | -80.1% | -48.3% |
| 1Y | -53.0% | +74.7% | -127.7% | -63.0% |
| 3Y | -59.1% | +224.1% | -283.1% | -77.6% |
| 5Y | -10.7% | +138.4% | -149.1% | -50.6% |
| All | +285.2% | +22.3% | +262.9% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling