+99.8%
CVNA vs FROG
+24.4%
+75.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -5.1% |
| 7D | -4.3% | -2.2% | -2.1% | -3.3% |
| 30D | -2.4% | +3.0% | -5.4% | -5.5% |
| 3M | +4.5% | +10.3% | -5.8% | -5.7% |
| 6M | +10.2% | +116.7% | -106.5% | -38.1% |
| YTD | -16.7% | +41.9% | -58.7% | -42.9% |
| 1Y | -3.8% | +78.5% | -82.3% | -45.5% |
| 3Y | +648.3% | +224.1% | +424.2% | +122.2% |
| 5Y | +6.6% | +142.4% | -135.8% | -63.3% |
| All | +99.8% | +24.4% | +75.4% | -19.6% |
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