+11.9%
CNC vs FROG
+22.9%
-11.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.4% |
| 7D | +3.5% | -11.3% | +14.8% | +3.7% |
| 30D | +0.1% | +3.6% | -3.6% | 0.0% |
| 3M | +6.9% | +1.7% | +5.3% | +6.8% |
| 6M | +49.0% | +123.5% | -74.5% | +47.5% |
| YTD | +62.9% | +40.2% | +22.7% | +61.8% |
| 1Y | +134.0% | +81.0% | +53.0% | +131.5% |
| 3Y | +9.4% | +194.8% | -185.3% | +7.6% |
| 5Y | +4.1% | +131.8% | -127.7% | -1.1% |
| All | +11.9% | +22.9% | -11.0% | +4.1% |
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 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