+242.5%
CVX vs FROG
+22.9%
+219.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | +3.3% | -11.3% | +14.6% | +3.7% |
| 30D | +12.9% | +3.6% | +9.2% | +12.7% |
| 3M | +11.7% | +1.7% | +10.0% | +11.4% |
| 6M | +14.1% | +123.5% | -109.4% | +10.6% |
| YTD | +40.7% | +40.2% | +0.4% | +38.2% |
| 1Y | +37.5% | +81.0% | -43.5% | +33.3% |
| 3Y | +43.9% | +194.8% | -150.8% | +35.3% |
| 5Y | +161.5% | +131.8% | +29.7% | +141.0% |
| All | +242.5% | +22.9% | +219.6% | +211.0% |
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