-42.5%
CPNG vs FROG
+195.3%
-237.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.6% |
| 7D | -6.9% | +48.2% | -55.1% | -16.9% |
| 30D | +1.1% | +11.4% | -10.3% | -3.6% |
| 3M | -6.3% | +28.5% | -34.9% | -15.0% |
| 6M | -3.8% | +63.7% | -67.6% | -19.6% |
| YTD | -35.2% | +77.1% | -112.3% | -48.9% |
| 1Y | -47.0% | +79.3% | -126.3% | -58.5% |
| 3Y | -0.2% | +323.8% | -324.0% | -53.4% |
| 5Y | -42.5% | +198.9% | -241.4% | -71.3% |
| All | -42.5% | +195.3% | -237.8% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling