-69.2%
CPNG vs FROG
+139.0%
-208.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.3% |
| 7D | -6.8% | +12.5% | -19.3% | -9.6% |
| 30D | +5.5% | +23.5% | -18.0% | -2.4% |
| 3M | -6.8% | +19.4% | -26.1% | -13.6% |
| 6M | -4.8% | +77.0% | -81.8% | -22.3% |
| YTD | -35.6% | +81.9% | -117.5% | -49.8% |
| 1Y | -46.8% | +90.7% | -137.4% | -59.2% |
| 3Y | -0.8% | +328.5% | -329.3% | -52.2% |
| 5Y | -42.9% | +207.0% | -249.9% | -72.0% |
| All | -69.2% | +139.0% | -208.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling