+164.4%
CVX vs FROG
+127.7%
+36.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | +3.3% | -11.3% | +14.6% | +3.8% |
| 30D | +12.9% | +3.6% | +9.2% | +12.5% |
| 3M | +11.7% | +1.7% | +10.0% | +11.3% |
| 6M | +14.1% | +123.5% | -109.4% | +8.8% |
| YTD | +40.7% | +40.2% | +0.4% | +37.0% |
| 1Y | +37.5% | +81.0% | -43.5% | +31.1% |
| 3Y | +43.9% | +194.8% | -150.8% | +30.0% |
| All | +164.4% | +127.7% | +36.8% | +141.6% |
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