+312.5%
CAT vs FROG
+41.7%
+270.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +35.3% | -34.4% | -1.3% |
| 7D | -10.3% | +7.0% | -17.3% | -11.0% |
| 30D | -31.2% | +2.9% | -34.1% | -31.6% |
| 3M | -34.7% | +21.6% | -56.3% | -35.8% |
| 6M | -39.5% | +87.7% | -127.1% | -42.4% |
| YTD | -1.7% | +61.7% | -63.3% | -6.2% |
| 1Y | -1.1% | +113.7% | -114.8% | -7.9% |
| 3Y | +143.9% | +267.7% | -123.9% | +115.7% |
| 5Y | +194.8% | +158.8% | +36.0% | +155.7% |
| All | +312.5% | +41.7% | +270.8% | +259.2% |
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