+29.0%
CVNA vs FROG
+192.7%
-163.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | -1.8% |
| 7D | -4.8% | +26.8% | -31.6% | -19.2% |
| 30D | +24.1% | +10.6% | +13.5% | +11.2% |
| 3M | +2.6% | +27.2% | -24.6% | -17.4% |
| 6M | -3.1% | +58.7% | -61.8% | -35.5% |
| YTD | -12.5% | +75.3% | -87.8% | -51.5% |
| 1Y | +13.0% | +71.1% | -58.1% | -36.8% |
| 3Y | +1,165.3% | +319.6% | +845.8% | +127.2% |
| 5Y | +29.0% | +195.7% | -166.6% | -73.2% |
| All | +29.0% | +192.7% | -163.6% | -73.2% |
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