+95.4%
CAT vs FROG
+83.7%
+11.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.7% |
| 7D | +1.7% | -11.3% | +13.0% | +1.8% |
| 30D | -6.6% | +3.6% | -10.2% | -6.4% |
| 3M | -13.3% | +1.7% | -15.0% | -13.2% |
| 6M | +11.6% | +123.5% | -111.9% | +12.5% |
| YTD | +42.9% | +40.2% | +2.7% | +42.6% |
| 1Y | +95.4% | +81.0% | +14.4% | +96.0% |
| All | +95.4% | +83.7% | +11.7% | +96.0% |
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