+10.9%
CNC vs FROG
+22.3%
-11.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +1.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.0% |
| 3M | +4.5% | +11.1% | -6.6% | +4.3% |
| 6M | +85.2% | +108.3% | -23.1% | +83.4% |
| YTD | +61.4% | +39.6% | +21.8% | +60.3% |
| 1Y | +94.9% | +74.7% | +20.1% | +92.9% |
| 3Y | 0.0% | +224.1% | -224.1% | -1.7% |
| 5Y | +11.2% | +138.4% | -127.2% | +6.0% |
| All | +10.9% | +22.3% | -11.4% | +3.1% |
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