+181.4%
CFG vs FROG
+198.7%
-17.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.3% |
| 7D | +1.5% | -11.3% | +12.8% | +2.7% |
| 30D | -3.8% | +3.6% | -7.5% | -4.4% |
| 3M | +11.5% | +1.7% | +9.8% | +10.7% |
| 6M | +19.2% | +123.5% | -104.3% | +6.7% |
| YTD | +23.7% | +40.2% | -16.5% | +16.6% |
| 1Y | +38.8% | +81.0% | -42.1% | +24.7% |
| All | +181.4% | +198.7% | -17.3% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling