+139.8%
CNP vs FROG
+41.7%
+98.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +35.3% | -33.6% | +1.6% |
| 7D | -4.2% | +7.0% | -11.2% | -4.3% |
| 30D | +5.5% | +2.9% | +2.6% | +5.4% |
| 3M | +0.6% | +21.6% | -21.0% | +0.4% |
| 6M | -2.8% | +87.7% | -90.5% | -3.3% |
| YTD | +7.9% | +61.7% | -53.8% | +7.4% |
| 1Y | +6.7% | +113.7% | -107.0% | +5.7% |
| 3Y | +61.1% | +267.7% | -206.6% | +57.3% |
| 5Y | +73.0% | +158.8% | -85.8% | +66.9% |
| All | +139.8% | +41.7% | +98.1% | +135.6% |
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 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