+695.6%
CVNA vs FROG
+202.6%
+493.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +3.5% | -5.5% | +9.0% | +5.2% |
| 30D | +5.5% | -3.1% | +8.6% | +5.7% |
| 3M | +7.6% | +1.2% | +6.4% | +5.1% |
| 6M | +17.6% | +113.7% | -96.1% | -14.3% |
| YTD | -11.5% | +38.9% | -50.3% | -26.2% |
| 1Y | +0.4% | +72.0% | -71.6% | -25.0% |
| 3Y | +695.6% | +217.1% | +478.5% | +262.8% |
| All | +695.6% | +202.6% | +493.0% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling