+126.1%
CVX vs FROG
+170.5%
-44.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.4% |
| 7D | -6.2% | +17.0% | -23.3% | -6.9% |
| 30D | -0.4% | +1.3% | -1.6% | -0.7% |
| 3M | +9.3% | +17.5% | -8.2% | +8.2% |
| 6M | +18.4% | +46.8% | -28.4% | +15.7% |
| YTD | +42.5% | +65.8% | -23.3% | +37.6% |
| 1Y | +41.0% | +61.0% | -19.9% | +36.4% |
| 3Y | +67.5% | +296.7% | -229.2% | +49.5% |
| 5Y | +126.1% | +177.8% | -51.7% | +104.1% |
| All | +126.1% | +170.5% | -44.4% | +104.1% |
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