+638.9%
CNQ vs FROG
+24.4%
+614.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -0.7% | -2.2% | +1.5% | -0.6% |
| 30D | +6.7% | +3.0% | +3.7% | +6.4% |
| 3M | +12.8% | +10.3% | +2.5% | +11.8% |
| 6M | +13.3% | +116.7% | -103.4% | +7.6% |
| YTD | +53.1% | +41.9% | +11.1% | +48.4% |
| 1Y | +66.1% | +78.5% | -12.5% | +57.7% |
| 3Y | +75.4% | +224.1% | -148.7% | +57.0% |
| 5Y | +288.1% | +142.4% | +145.7% | +242.9% |
| All | +638.9% | +24.4% | +614.5% | +550.3% |
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