+331.7%
CAT vs FROG
+45.3%
+286.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -2.1% |
| 7D | -6.3% | +17.0% | -23.3% | -7.5% |
| 30D | -26.8% | +1.3% | -28.1% | -27.2% |
| 3M | -30.0% | +17.5% | -47.5% | -31.1% |
| 6M | -34.6% | +46.8% | -81.4% | -36.7% |
| YTD | +2.9% | +65.8% | -62.9% | -2.0% |
| 1Y | +3.3% | +61.0% | -57.7% | -1.5% |
| 3Y | +153.7% | +296.7% | -143.1% | +123.6% |
| 5Y | +207.3% | +177.8% | +29.5% | +166.3% |
| All | +331.7% | +45.3% | +286.4% | +275.4% |
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