+306.3%
CF vs FROG
+4.7%
+301.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.6% | +19.7% | +6.0% |
| 7D | +0.4% | -24.5% | +24.9% | +0.2% |
| 30D | +2.2% | -24.3% | +26.4% | +2.0% |
| 3M | +2.1% | -11.7% | +13.8% | +2.0% |
| 6M | -6.5% | +37.1% | -43.7% | -6.7% |
| YTD | +55.6% | +19.5% | +36.1% | +55.0% |
| 1Y | +42.3% | +61.8% | -19.5% | +41.5% |
| 3Y | +55.7% | +178.1% | -122.4% | +55.2% |
| 5Y | +122.4% | +91.2% | +31.2% | +116.1% |
| All | +306.3% | +4.7% | +301.6% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling