+205.5%
CFG vs FROG
+53.7%
+151.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.4% |
| 7D | -0.8% | +26.8% | -27.6% | -2.9% |
| 30D | +3.1% | +10.6% | -7.5% | +1.8% |
| 3M | -9.7% | +27.2% | -36.9% | -12.1% |
| 6M | +6.7% | +58.7% | -52.0% | +1.3% |
| YTD | +15.2% | +75.3% | -60.2% | +7.1% |
| 1Y | +28.8% | +71.1% | -42.3% | +19.9% |
| 3Y | +190.1% | +319.6% | -129.5% | +141.2% |
| 5Y | +63.4% | +195.7% | -132.3% | +30.1% |
| All | +205.5% | +53.7% | +151.9% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling