+62.0%
CFG vs FROG
+160.8%
-98.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -4.7% |
| 7D | -0.9% | +7.0% | -7.9% | -2.2% |
| 30D | +1.1% | +2.9% | -1.8% | 0.0% |
| 3M | -12.0% | +21.6% | -33.6% | -15.0% |
| 6M | -2.2% | +87.7% | -89.9% | -11.9% |
| YTD | +11.4% | +61.7% | -50.3% | +1.0% |
| 1Y | +27.8% | +113.7% | -85.8% | +10.0% |
| 3Y | +173.3% | +267.7% | -94.4% | +104.2% |
| All | +62.0% | +160.8% | -98.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling