+142.4%
FROG vs CNI
+11.3%
+131.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -2.2% | -1.1% | -1.1% | -1.7% |
| 30D | +3.0% | -3.5% | +6.5% | +4.8% |
| 3M | +10.3% | +2.2% | +8.1% | +8.8% |
| 6M | +116.7% | +15.1% | +101.6% | +100.4% |
| YTD | +41.9% | +24.7% | +17.2% | +24.7% |
| 1Y | +78.5% | +33.4% | +45.1% | +50.1% |
| 3Y | +224.1% | +19.5% | +204.6% | +185.6% |
| 5Y | +142.4% | +12.6% | +129.9% | +116.6% |
| All | +142.4% | +11.3% | +131.1% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling