-51.2%
CPNG vs FROG
+133.6%
-184.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -7.6% | -4.8% | -2.8% | -6.3% |
| 30D | -8.8% | -0.9% | -7.9% | -9.3% |
| 3M | -7.2% | +7.5% | -14.7% | -10.4% |
| 6M | -21.5% | +107.0% | -128.5% | -39.0% |
| YTD | -37.4% | +39.8% | -77.2% | -46.2% |
| 1Y | -54.3% | +74.8% | -129.2% | -64.3% |
| 3Y | -20.3% | +219.3% | -239.6% | -58.3% |
| 5Y | -51.2% | +133.0% | -184.2% | -74.0% |
| All | -51.2% | +133.6% | -184.8% | -74.0% |
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 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