+72.5%
CART vs FROG
+275.7%
-203.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +35.3% | -34.8% | -3.9% |
| 7D | +3.0% | +7.0% | -4.0% | +1.4% |
| 30D | +28.6% | +2.9% | +25.7% | +27.1% |
| 3M | +29.1% | +21.6% | +7.5% | +24.1% |
| 6M | +44.7% | +87.7% | -42.9% | +30.7% |
| YTD | +29.2% | +61.7% | -32.5% | +17.7% |
| 1Y | +66.2% | +113.7% | -47.5% | +45.1% |
| 3Y | +112.8% | +267.7% | -154.9% | +55.4% |
| All | +72.5% | +275.7% | -203.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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