+251.1%
CVX vs FROG
+22.5%
+228.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +1.0% | -4.8% | +5.8% | +1.1% |
| 30D | +10.7% | -0.9% | +11.6% | +10.6% |
| 3M | +15.5% | +7.5% | +8.0% | +15.0% |
| 6M | +14.9% | +107.0% | -92.1% | +11.6% |
| YTD | +44.2% | +39.8% | +4.4% | +41.7% |
| 1Y | +43.5% | +74.8% | -31.3% | +39.3% |
| 3Y | +45.0% | +219.3% | -174.3% | +36.0% |
| 5Y | +172.2% | +133.0% | +39.2% | +150.9% |
| All | +251.1% | +22.5% | +228.6% | +218.8% |
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 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