-20.0%
CPNG vs FROG
+202.6%
-222.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -6.3% | -5.5% | -0.8% | -5.6% |
| 30D | -8.7% | -3.1% | -5.6% | -8.7% |
| 3M | -2.4% | +1.2% | -3.7% | -3.2% |
| 6M | -22.3% | +113.7% | -136.0% | -30.2% |
| YTD | -37.2% | +38.9% | -76.1% | -40.9% |
| 1Y | -53.0% | +72.0% | -125.0% | -57.0% |
| 3Y | -20.0% | +217.1% | -237.1% | -39.4% |
| All | -20.0% | +202.6% | -222.6% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling