+9.3%
CAT vs FROG
+85.3%
-75.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -1.0% |
| 7D | +7.4% | +12.5% | -5.1% | +6.9% |
| 30D | -19.7% | +23.5% | -43.2% | -20.5% |
| 3M | -29.6% | +19.4% | -49.0% | -30.2% |
| 6M | -33.2% | +77.0% | -110.2% | -33.6% |
| YTD | +5.7% | +81.9% | -76.2% | +3.4% |
| 1Y | +9.3% | +90.7% | -81.3% | +7.1% |
| All | +9.3% | +85.3% | -75.9% | +7.1% |
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