+27.8%
CFG vs FROG
+118.5%
-90.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -1.2% |
| 7D | -0.9% | +7.0% | -7.9% | -0.9% |
| 30D | +1.1% | +2.9% | -1.8% | +1.1% |
| 3M | -12.0% | +21.6% | -33.6% | -12.1% |
| 6M | -2.2% | +87.7% | -89.9% | -3.4% |
| YTD | +11.4% | +61.7% | -50.3% | +9.8% |
| 1Y | +27.8% | +113.7% | -85.8% | +22.6% |
| All | +27.8% | +118.5% | -90.7% | +22.6% |
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 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