+609.9%
CVE vs FROG
+41.7%
+568.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -35.9% | -3.6% |
| 7D | -16.1% | +7.0% | -23.1% | -16.9% |
| 30D | -10.4% | +2.9% | -13.3% | -11.1% |
| 3M | -2.4% | +21.6% | -24.0% | -4.9% |
| 6M | -4.4% | +87.7% | -92.1% | -11.4% |
| YTD | +64.9% | +61.7% | +3.3% | +53.6% |
| 1Y | +66.0% | +113.7% | -47.6% | +49.4% |
| 3Y | +57.7% | +267.7% | -210.1% | +32.0% |
| 5Y | +144.7% | +158.8% | -14.1% | +104.2% |
| All | +609.9% | +41.7% | +568.2% | +473.8% |
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