+112.0%
CF vs FROG
+160.8%
-48.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +35.3% | -34.6% | +0.5% |
| 7D | -3.2% | +7.0% | -10.2% | -3.2% |
| 30D | +4.3% | +2.9% | +1.4% | +4.3% |
| 3M | +2.8% | +21.6% | -18.8% | +2.5% |
| 6M | +0.6% | +87.7% | -87.0% | -0.9% |
| YTD | +56.6% | +61.7% | -5.0% | +54.2% |
| 1Y | +49.6% | +113.7% | -64.1% | +45.8% |
| 3Y | +61.5% | +267.7% | -206.2% | +53.0% |
| All | +112.0% | +160.8% | -48.8% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling