-69.3%
CPNG vs FROG
+83.4%
-152.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.4% | +1.3% | -8.7% | -8.4% |
| 3M | -12.3% | +11.1% | -23.4% | -16.1% |
| 6M | -19.4% | +108.3% | -127.8% | -37.6% |
| YTD | -35.9% | +39.6% | -75.5% | -45.0% |
| 1Y | -53.4% | +74.7% | -128.1% | -63.6% |
| 3Y | -20.0% | +224.1% | -244.1% | -57.7% |
| 5Y | -49.6% | +138.4% | -188.0% | -73.1% |
| All | -69.3% | +83.4% | -152.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling