+224.6%
FROG vs CNI
+19.3%
+205.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | -0.9% | -2.1% | +1.2% | -0.2% |
| 3M | +7.5% | +1.8% | +5.6% | +6.7% |
| 6M | +107.0% | +14.8% | +92.2% | +96.5% |
| YTD | +39.8% | +25.4% | +14.4% | +27.4% |
| 1Y | +74.8% | +32.9% | +41.9% | +54.1% |
| All | +224.6% | +19.3% | +205.3% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling