+213.4%
CAT vs FROG
+192.7%
+20.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.8% | +2.4% |
| 7D | +1.7% | +26.8% | -25.1% | -0.5% |
| 30D | -24.6% | +10.6% | -35.2% | -25.5% |
| 3M | -28.5% | +27.2% | -55.7% | -30.3% |
| 6M | -34.8% | +58.7% | -93.5% | -37.9% |
| YTD | +5.9% | +75.3% | -69.4% | -1.0% |
| 1Y | +6.8% | +71.1% | -64.3% | 0.0% |
| 3Y | +161.1% | +319.6% | -158.5% | +116.5% |
| 5Y | +213.4% | +195.7% | +17.8% | +161.7% |
| All | +213.4% | +192.7% | +20.8% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling