+46.0%
CART vs FROG
+85.3%
-39.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | +1.3% | +12.5% | -11.2% | -0.2% |
| 30D | +19.2% | +23.5% | -4.4% | +15.5% |
| 3M | +17.6% | +19.4% | -1.8% | +14.0% |
| 6M | +47.4% | +77.0% | -29.6% | +34.6% |
| YTD | +30.9% | +81.9% | -51.0% | +20.8% |
| 1Y | +46.0% | +90.7% | -44.7% | +31.2% |
| All | +46.0% | +85.3% | -39.3% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling