+319.3%
CF vs FROG
+45.3%
+274.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +2.5% |
| 7D | +4.8% | +17.0% | -12.3% | +5.0% |
| 30D | +9.7% | +1.3% | +8.4% | +9.9% |
| 3M | +1.2% | +17.5% | -16.2% | +1.5% |
| 6M | +7.4% | +46.8% | -39.4% | +7.6% |
| YTD | +60.5% | +65.8% | -5.3% | +60.5% |
| 1Y | +50.7% | +61.0% | -10.2% | +50.8% |
| 3Y | +64.8% | +296.7% | -231.9% | +64.9% |
| 5Y | +115.8% | +177.8% | -62.0% | +111.2% |
| All | +319.3% | +45.3% | +274.0% | +299.1% |
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 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