-58.4%
CELH vs FROG
+219.3%
-277.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.5% |
| 7D | -11.7% | -4.8% | -6.9% | -11.4% |
| 30D | +1.6% | -0.9% | +2.5% | +1.5% |
| 3M | -2.0% | +7.5% | -9.4% | -2.4% |
| 6M | -36.2% | +107.0% | -143.2% | -38.7% |
| YTD | -39.6% | +39.8% | -79.4% | -40.5% |
| 1Y | -50.7% | +74.8% | -125.5% | -52.7% |
| All | -58.4% | +219.3% | -277.7% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling