+112.4%
CVNA vs FROG
+21.7%
+90.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +3.5% | -5.5% | +9.0% | +6.7% |
| 30D | +5.5% | -3.1% | +8.6% | +5.6% |
| 3M | +7.6% | +1.2% | +6.4% | +1.9% |
| 6M | +17.6% | +113.7% | -96.1% | -33.5% |
| YTD | -11.5% | +38.9% | -50.3% | -38.5% |
| 1Y | +0.4% | +72.0% | -71.6% | -41.8% |
| 3Y | +695.6% | +217.1% | +478.5% | +139.2% |
| 5Y | +13.6% | +130.6% | -117.0% | -59.9% |
| All | +112.4% | +21.7% | +90.7% | -13.5% |
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