+34.8%
CF vs FROG
+83.7%
-48.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.5% |
| 7D | -6.9% | -14.1% | +7.2% | -7.4% |
| 30D | -3.7% | -11.8% | +8.0% | -4.1% |
| 3M | -5.0% | +0.1% | -5.1% | -4.7% |
| 6M | -10.5% | +64.2% | -74.7% | -9.7% |
| YTD | +46.5% | +38.2% | +8.3% | +45.1% |
| 1Y | +34.8% | +85.4% | -50.6% | +32.4% |
| All | +34.8% | +83.7% | -48.9% | +32.4% |
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