+123.8%
CTVA vs FROG
+55.2%
+68.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.0% | -25.3% | -24.3% |
| 7D | -23.7% | +48.2% | -71.9% | -25.2% |
| 30D | -31.2% | +11.4% | -42.6% | -31.8% |
| 3M | -18.7% | +28.5% | -47.3% | -20.2% |
| 6M | -25.5% | +63.7% | -89.2% | -28.3% |
| YTD | -8.0% | +77.1% | -85.1% | -12.7% |
| 1Y | -7.0% | +79.3% | -86.3% | -11.8% |
| 3Y | +45.2% | +323.8% | -278.5% | +28.7% |
| 5Y | +32.3% | +198.9% | -166.7% | +16.0% |
| All | +123.8% | +55.2% | +68.6% | +94.9% |
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 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