+499.6%
CAT vs FROG
+22.9%
+476.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.9% |
| 7D | +1.7% | -11.3% | +13.0% | +2.4% |
| 30D | -6.6% | +3.6% | -10.2% | -6.9% |
| 3M | -13.3% | +1.7% | -15.0% | -13.6% |
| 6M | +11.6% | +123.5% | -111.9% | +5.2% |
| YTD | +42.9% | +40.2% | +2.7% | +38.2% |
| 1Y | +95.4% | +81.0% | +14.4% | +84.7% |
| 3Y | +196.6% | +194.8% | +1.8% | +166.4% |
| 5Y | +321.7% | +131.8% | +189.8% | +270.6% |
| All | +499.6% | +22.9% | +476.7% | +429.2% |
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