+187.6%
CFG vs FROG
+299.7%
-112.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.1% |
| 7D | +0.7% | +17.0% | -16.3% | -0.6% |
| 30D | +2.8% | +1.3% | +1.5% | +2.4% |
| 3M | -10.1% | +17.5% | -27.6% | -11.7% |
| 6M | +3.2% | +46.8% | -43.6% | -1.3% |
| YTD | +14.2% | +65.8% | -51.6% | +6.8% |
| 1Y | +27.4% | +61.0% | -33.6% | +19.4% |
| 3Y | +187.6% | +296.7% | -109.2% | +99.0% |
| All | +187.6% | +299.7% | -112.1% | +99.0% |
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