-46.9%
CPNG vs FROG
+83.7%
-130.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.4% | +14.4% | +12.2% |
| 7D | +20.8% | -14.1% | +34.9% | +22.6% |
| 30D | +20.1% | -11.8% | +31.8% | +21.3% |
| 3M | +1.6% | +0.1% | +1.5% | +0.9% |
| 6M | -15.8% | +64.2% | -80.1% | -21.1% |
| YTD | -27.7% | +38.2% | -66.0% | -32.1% |
| 1Y | -46.9% | +85.4% | -132.3% | -51.0% |
| All | -46.9% | +83.7% | -130.6% | -51.0% |
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