+75.3%
FROG vs CNI
+31.6%
+43.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +12.5% | +2.5% | +10.0% | +11.6% |
| 30D | +23.5% | +6.1% | +17.4% | +20.6% |
| 3M | +19.4% | +0.1% | +19.3% | +19.0% |
| 6M | +77.0% | +14.9% | +62.1% | +66.9% |
| YTD | +81.9% | +30.9% | +51.0% | +60.6% |
| 1Y | +90.7% | +33.9% | +56.8% | +66.4% |
| 3Y | +328.5% | +20.2% | +308.3% | +289.2% |
| 5Y | +207.0% | +8.2% | +198.8% | +185.3% |
| All | +75.3% | +31.6% | +43.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling