+246.8%
CVX vs FROG
+45.3%
+201.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | -6.2% | +17.0% | -23.3% | -6.7% |
| 30D | -0.4% | +1.3% | -1.6% | -0.6% |
| 3M | +9.3% | +17.5% | -8.2% | +8.5% |
| 6M | +18.4% | +46.8% | -28.4% | +16.5% |
| YTD | +42.5% | +65.8% | -23.3% | +39.0% |
| 1Y | +41.0% | +61.0% | -19.9% | +37.7% |
| 3Y | +67.5% | +296.7% | -229.2% | +56.1% |
| 5Y | +126.1% | +177.8% | -51.7% | +107.2% |
| All | +246.8% | +45.3% | +201.5% | +212.8% |
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