-1.3%
CNC vs FROG
+202.6%
-203.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -1.0% | -5.5% | +4.5% | -0.8% |
| 30D | -1.8% | -3.1% | +1.3% | -1.8% |
| 3M | -0.7% | +1.2% | -1.9% | -0.9% |
| 6M | +47.9% | +113.7% | -65.7% | +45.7% |
| YTD | +56.9% | +38.9% | +18.1% | +55.3% |
| 1Y | +123.9% | +72.0% | +51.9% | +120.2% |
| 3Y | -1.3% | +217.1% | -218.4% | -3.9% |
| All | -1.3% | +202.6% | -203.9% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling