+114.9%
CG vs FROG
+21.7%
+93.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.3% | -5.5% | +4.2% | -0.1% |
| 30D | -3.2% | -3.1% | 0.0% | -2.8% |
| 3M | +6.2% | +1.2% | +5.0% | +4.9% |
| 6M | -4.7% | +113.7% | -118.3% | -21.0% |
| YTD | -20.6% | +38.9% | -59.5% | -28.9% |
| 1Y | -26.4% | +72.0% | -98.3% | -37.9% |
| 3Y | +55.4% | +217.1% | -161.7% | +7.5% |
| 5Y | +9.8% | +130.6% | -120.8% | -25.4% |
| All | +114.9% | +21.7% | +93.2% | +48.2% |
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