+38.8%
CFG vs FROG
+83.7%
-44.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | 0.0% |
| 7D | +1.5% | -11.3% | +12.8% | +1.8% |
| 30D | -3.8% | +3.6% | -7.5% | -3.9% |
| 3M | +11.5% | +1.7% | +9.8% | +11.4% |
| 6M | +19.2% | +123.5% | -104.3% | +14.7% |
| YTD | +23.7% | +40.2% | -16.5% | +21.6% |
| 1Y | +38.8% | +81.0% | -42.1% | +31.9% |
| All | +38.8% | +83.7% | -44.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling