+25.2%
CVNA vs FROG
+83.7%
-58.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.0% |
| 7D | +31.3% | -14.1% | +45.4% | +32.8% |
| 30D | +21.7% | -11.8% | +33.5% | +22.7% |
| 3M | +14.0% | +0.1% | +13.9% | +13.4% |
| 6M | +3.0% | +64.2% | -61.2% | -4.0% |
| YTD | -8.1% | +38.2% | -46.3% | -13.6% |
| 1Y | +25.2% | +85.4% | -60.2% | +9.7% |
| All | +25.2% | +83.7% | -58.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling