+320.2%
CVE vs FROG
+129.7%
+190.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | +2.5% | -11.3% | +13.8% | +3.7% |
| 30D | +16.7% | +3.6% | +13.1% | +16.0% |
| 3M | +9.3% | +1.7% | +7.6% | +8.4% |
| 6M | +43.6% | +123.5% | -79.9% | +29.3% |
| YTD | +93.6% | +40.2% | +53.3% | +82.4% |
| 1Y | +98.8% | +81.0% | +17.8% | +80.0% |
| 3Y | +73.6% | +194.8% | -121.2% | +44.1% |
| All | +320.2% | +129.7% | +190.5% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling