+34.6%
FROG vs CNI
+26.5%
+8.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +1.3% | -2.7% | +4.0% | +2.4% |
| 3M | +11.1% | +3.9% | +7.2% | +9.2% |
| 6M | +108.3% | +16.4% | +92.0% | +94.8% |
| YTD | +39.6% | +25.8% | +13.8% | +25.4% |
| 1Y | +74.7% | +32.4% | +42.4% | +52.9% |
| 3Y | +224.1% | +19.1% | +205.0% | +195.6% |
| 5Y | +138.4% | +13.6% | +124.8% | +123.8% |
| All | +34.6% | +26.5% | +8.1% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling