+613.5%
CVE vs FROG
+51.8%
+561.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.1% |
| 7D | -10.1% | +27.1% | -37.2% | -12.3% |
| 30D | -12.1% | +5.8% | -17.9% | -13.0% |
| 3M | -1.9% | +20.8% | -22.7% | -4.3% |
| 6M | -1.8% | +53.3% | -55.2% | -6.9% |
| YTD | +65.8% | +73.2% | -7.4% | +53.5% |
| 1Y | +60.8% | +80.3% | -19.5% | +48.0% |
| 3Y | +70.1% | +318.3% | -248.2% | +40.9% |
| 5Y | +134.8% | +179.9% | -45.1% | +94.6% |
| All | +613.5% | +51.8% | +561.8% | +473.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling