+6.3%
CNP vs FROG
+63.0%
-56.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +0.9% |
| 7D | -3.0% | +17.0% | -20.1% | -2.8% |
| 30D | +6.8% | +1.3% | +5.5% | +6.5% |
| 3M | +3.6% | +17.5% | -13.8% | +4.2% |
| 6M | 0.0% | +46.8% | -46.8% | +1.7% |
| YTD | +9.4% | +65.8% | -56.4% | +11.1% |
| All | +6.3% | +63.0% | -56.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling