+85.7%
CG vs FROG
+41.7%
+44.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -7.3% |
| 7D | -1.2% | +7.0% | -8.2% | -3.6% |
| 30D | +5.0% | +2.9% | +2.1% | +2.8% |
| 3M | -18.2% | +21.6% | -39.8% | -23.1% |
| 6M | -20.7% | +87.7% | -108.4% | -33.0% |
| YTD | -31.4% | +61.7% | -93.1% | -41.5% |
| 1Y | -22.3% | +113.7% | -135.9% | -38.4% |
| 3Y | +50.2% | +267.7% | -217.6% | -0.6% |
| 5Y | -22.1% | +158.8% | -180.8% | -49.3% |
| All | +85.7% | +41.7% | +44.0% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling