+62.8%
CNQ vs FROG
+83.7%
-20.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.4% |
| 7D | -9.4% | -14.1% | +4.6% | -9.7% |
| 30D | +2.8% | -11.8% | +14.5% | +2.6% |
| 3M | +8.5% | +0.1% | +8.3% | +8.7% |
| 6M | +6.4% | +64.2% | -57.8% | +8.0% |
| YTD | +50.9% | +38.2% | +12.7% | +51.7% |
| 1Y | +62.8% | +85.4% | -22.6% | +64.0% |
| All | +62.8% | +83.7% | -20.9% | +64.0% |
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