+71.5%
CART vs FROG
+177.6%
-106.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.6% | +11.2% | -0.5% |
| 7D | +1.2% | -24.5% | +25.7% | +5.0% |
| 30D | +27.1% | -24.3% | +51.3% | +31.6% |
| 3M | +27.4% | -11.7% | +39.1% | +28.6% |
| 6M | +32.1% | +37.1% | -5.0% | +25.0% |
| YTD | +28.5% | +19.5% | +9.0% | +22.5% |
| 1Y | +58.8% | +61.8% | -3.0% | +44.7% |
| 3Y | +114.8% | +178.1% | -63.4% | +62.9% |
| All | +71.5% | +177.6% | -106.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling