-14.1%
CG vs FROG
+83.7%
-97.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +7.0% | +4.8% |
| 7D | +9.4% | -14.1% | +23.5% | +11.0% |
| 30D | +8.7% | -11.8% | +20.5% | +9.8% |
| 3M | -15.0% | +0.1% | -15.1% | -15.5% |
| 6M | -13.2% | +64.2% | -77.4% | -18.2% |
| YTD | -26.2% | +38.2% | -64.4% | -31.2% |
| 1Y | -14.1% | +85.4% | -99.5% | -20.4% |
| All | -14.1% | +83.7% | -97.8% | -20.4% |
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 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