+647.2%
CVE vs FROG
+55.2%
+592.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +4.6% | +48.2% | -43.6% | +0.7% |
| 30D | -12.0% | +11.4% | -23.4% | -13.3% |
| 3M | -3.8% | +28.5% | -32.3% | -6.7% |
| 6M | -2.7% | +63.7% | -66.5% | -8.3% |
| YTD | +73.6% | +77.1% | -3.5% | +60.4% |
| 1Y | +62.0% | +79.3% | -17.3% | +49.3% |
| 3Y | +72.7% | +323.8% | -251.0% | +42.8% |
| 5Y | +153.9% | +198.9% | -45.0% | +109.6% |
| All | +647.2% | +55.2% | +592.0% | +499.1% |
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