+357.0%
CF vs FROG
+22.9%
+334.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -3.3% |
| 7D | +6.0% | -11.3% | +17.3% | +5.9% |
| 30D | +14.8% | +3.6% | +11.2% | +14.9% |
| 3M | +14.1% | +1.7% | +12.4% | +14.1% |
| 6M | +28.5% | +123.5% | -95.0% | +28.1% |
| YTD | +74.9% | +40.2% | +34.7% | +74.5% |
| 1Y | +61.7% | +81.0% | -19.3% | +61.0% |
| 3Y | +80.3% | +194.8% | -114.4% | +80.0% |
| 5Y | +226.0% | +131.8% | +94.2% | +217.6% |
| All | +357.0% | +22.9% | +334.1% | +333.9% |
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