+105.1%
CTVA vs FROG
+133.6%
-28.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -5.8% | -4.8% | -1.0% | -5.5% |
| 30D | +11.1% | -0.9% | +12.0% | +10.9% |
| 3M | +13.2% | +7.5% | +5.8% | +11.9% |
| 6M | +8.7% | +107.0% | -98.3% | +0.6% |
| YTD | +27.3% | +39.8% | -12.5% | +21.2% |
| 1Y | +18.0% | +74.8% | -56.8% | +9.4% |
| 3Y | +76.5% | +219.3% | -142.8% | +50.6% |
| 5Y | +105.1% | +133.0% | -27.9% | +82.9% |
| All | +105.1% | +133.6% | -28.5% | +82.9% |
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