+85.4%
FROG vs CNI
+37.5%
+47.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -1.7% |
| 7D | -14.1% | +3.7% | -17.8% | -12.9% |
| 30D | -11.8% | +8.1% | -19.9% | -9.7% |
| 3M | +0.1% | +1.9% | -1.7% | +1.4% |
| 6M | +64.2% | +19.2% | +45.0% | +72.8% |
| YTD | +38.2% | +32.7% | +5.5% | +51.6% |
| 1Y | +85.4% | +37.0% | +48.4% | +103.7% |
| All | +85.4% | +37.5% | +47.8% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling