+95.0%
CG vs FROG
+45.3%
+49.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.6% |
| 7D | +2.0% | +17.0% | -15.1% | -2.1% |
| 30D | +8.5% | +1.3% | +7.2% | +6.7% |
| 3M | -12.1% | +17.5% | -29.6% | -16.6% |
| 6M | -16.4% | +46.8% | -63.2% | -25.1% |
| YTD | -28.0% | +65.8% | -93.8% | -38.8% |
| 1Y | -18.9% | +61.0% | -79.9% | -30.7% |
| 3Y | +51.2% | +296.7% | -245.5% | -1.5% |
| 5Y | -15.9% | +177.8% | -193.7% | -45.7% |
| All | +95.0% | +45.3% | +49.7% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling