+22.1%
CTVA vs FROG
+83.7%
-61.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.8% |
| 7D | +4.9% | -11.3% | +16.2% | +5.2% |
| 30D | +11.9% | +3.6% | +8.3% | +11.5% |
| 3M | +13.7% | +1.7% | +12.0% | +13.3% |
| 6M | +13.1% | +123.5% | -110.4% | +7.0% |
| YTD | +32.0% | +40.2% | -8.3% | +27.2% |
| 1Y | +22.1% | +81.0% | -58.9% | +14.0% |
| All | +22.1% | +83.7% | -61.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling