+74.7%
CART vs FROG
+307.4%
-232.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | 0.0% |
| 7D | -0.6% | +26.8% | -27.4% | -4.2% |
| 30D | +23.1% | +10.6% | +12.5% | +20.5% |
| 3M | +19.2% | +27.2% | -8.0% | +13.9% |
| 6M | +45.7% | +58.7% | -13.0% | +34.7% |
| YTD | +30.9% | +75.3% | -44.4% | +17.9% |
| 1Y | +50.2% | +71.1% | -20.9% | +35.5% |
| 3Y | +133.5% | +319.6% | -186.1% | +66.4% |
| All | +74.7% | +307.4% | -232.7% | +17.6% |
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