+3.4%
CNC vs FROG
+133.6%
-130.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.9% | -4.8% | -0.1% | -4.7% |
| 30D | -3.8% | -0.9% | -2.8% | -3.8% |
| 3M | -3.2% | +7.5% | -10.7% | -3.8% |
| 6M | +47.9% | +107.0% | -59.1% | +43.1% |
| YTD | +55.7% | +39.8% | +15.9% | +52.5% |
| 1Y | +106.2% | +74.8% | +31.4% | +99.4% |
| 3Y | -2.1% | +219.3% | -221.3% | -9.8% |
| 5Y | +3.4% | +133.0% | -129.6% | +1.6% |
| All | +3.4% | +133.6% | -130.2% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling