+29.9%
CFG vs FROG
+85.3%
-55.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | +3.2% | +12.5% | -9.3% | +3.1% |
| 30D | +5.1% | +23.5% | -18.4% | +5.2% |
| 3M | -11.2% | +19.4% | -30.6% | -11.2% |
| 6M | +9.6% | +77.0% | -67.4% | +9.3% |
| YTD | +15.0% | +81.9% | -66.9% | +14.0% |
| 1Y | +29.9% | +90.7% | -60.8% | +27.6% |
| All | +29.9% | +85.3% | -55.4% | +27.6% |
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