+84.1%
CG vs FROG
+55.2%
+28.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | -1.5% | +48.2% | -49.7% | -9.7% |
| 30D | +5.7% | +11.4% | -5.7% | +2.0% |
| 3M | -17.9% | +28.5% | -46.4% | -23.5% |
| 6M | -20.2% | +63.7% | -83.9% | -30.1% |
| YTD | -32.0% | +77.1% | -109.1% | -43.0% |
| 1Y | -27.0% | +79.3% | -106.4% | -39.0% |
| 3Y | +42.8% | +323.8% | -281.0% | -8.2% |
| 5Y | -23.4% | +198.9% | -222.4% | -51.3% |
| All | +84.1% | +55.2% | +28.9% | +18.8% |
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 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