+19.0%
CNC vs FROG
+59.4%
-40.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +2.2% | +12.5% | -10.3% | +2.1% |
| 30D | +1.6% | +23.5% | -21.9% | +1.5% |
| 3M | +7.9% | +19.4% | -11.5% | +7.8% |
| 6M | +21.2% | +77.0% | -55.8% | +20.4% |
| YTD | +73.2% | +81.9% | -8.7% | +71.7% |
| 1Y | +97.5% | +90.7% | +6.8% | +95.7% |
| 3Y | -1.2% | +328.5% | -329.7% | -3.1% |
| 5Y | -6.1% | +207.0% | -213.1% | -10.5% |
| All | +19.0% | +59.4% | -40.4% | +10.4% |
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 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