+98.8%
CVE vs FROG
+83.7%
+15.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | +2.5% | -11.3% | +13.8% | +2.9% |
| 30D | +16.7% | +3.6% | +13.1% | +16.4% |
| 3M | +9.3% | +1.7% | +7.6% | +8.8% |
| 6M | +43.6% | +123.5% | -79.9% | +36.4% |
| YTD | +93.6% | +40.2% | +53.3% | +87.9% |
| 1Y | +98.8% | +81.0% | +17.8% | +84.4% |
| All | +98.8% | +83.7% | +15.0% | +84.4% |
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