+140.7%
CNP vs FROG
+51.8%
+88.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.8% | +0.3% |
| 7D | -4.3% | +27.1% | -31.4% | -4.4% |
| 30D | +5.7% | +5.8% | -0.1% | +5.6% |
| 3M | +0.9% | +20.8% | -19.9% | +0.8% |
| 6M | -1.1% | +53.3% | -54.4% | -1.4% |
| YTD | +8.3% | +73.2% | -64.9% | +7.8% |
| 1Y | +5.9% | +80.3% | -74.4% | +5.4% |
| 3Y | +64.6% | +318.3% | -253.7% | +60.4% |
| 5Y | +74.6% | +179.9% | -105.3% | +68.4% |
| All | +140.7% | +51.8% | +88.9% | +136.4% |
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