+614.1%
CVE vs FROG
+4.7%
+609.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.6% | +10.8% | -1.5% |
| 7D | -14.1% | -24.5% | +10.4% | -11.9% |
| 30D | -11.6% | -24.3% | +12.6% | -9.6% |
| 3M | 0.0% | -11.7% | +11.8% | +0.6% |
| 6M | -8.4% | +37.1% | -45.5% | -12.3% |
| YTD | +65.9% | +19.5% | +46.4% | +59.3% |
| 1Y | +69.4% | +61.8% | +7.6% | +56.8% |
| 3Y | +55.9% | +178.1% | -122.2% | +34.3% |
| 5Y | +146.2% | +91.2% | +54.9% | +111.7% |
| All | +614.1% | +4.7% | +609.4% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling