+204.2%
CFG vs FROG
+51.8%
+152.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +2.4% |
| 7D | +0.3% | +27.1% | -26.8% | -1.9% |
| 30D | +3.2% | +5.8% | -2.6% | +2.3% |
| 3M | -9.7% | +20.8% | -30.5% | -11.7% |
| 6M | +3.6% | +53.3% | -49.7% | -1.3% |
| YTD | +14.7% | +73.2% | -58.5% | +6.7% |
| 1Y | +29.6% | +80.3% | -50.7% | +19.9% |
| 3Y | +190.6% | +318.3% | -127.8% | +141.7% |
| 5Y | +67.1% | +179.9% | -112.8% | +32.8% |
| All | +204.2% | +51.8% | +152.4% | +133.6% |
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