+60.4%
CF vs FROG
+176.4%
-116.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.6% | +19.7% | +5.9% |
| 7D | +0.4% | -24.5% | +24.9% | 0.0% |
| 30D | +2.2% | -24.3% | +26.4% | +1.9% |
| 3M | +2.1% | -11.7% | +13.8% | +1.9% |
| 6M | -6.5% | +37.1% | -43.7% | -7.2% |
| YTD | +55.6% | +19.5% | +36.1% | +54.0% |
| 1Y | +42.3% | +61.8% | -19.5% | +39.8% |
| All | +60.4% | +176.4% | -116.0% | +50.4% |
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 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