+308.8%
CAT vs FROG
+4.7%
+304.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.6% | +7.2% | -5.5% |
| 7D | -14.5% | -24.5% | +10.0% | -13.0% |
| 30D | -35.7% | -24.3% | -11.5% | -34.7% |
| 3M | -36.3% | -11.7% | -24.6% | -35.9% |
| 6M | -38.5% | +37.1% | -75.7% | -40.2% |
| YTD | -2.5% | +19.5% | -22.0% | -4.9% |
| 1Y | -1.9% | +61.8% | -63.7% | -6.8% |
| 3Y | +139.2% | +178.1% | -38.9% | +116.1% |
| 5Y | +192.1% | +91.2% | +100.9% | +159.1% |
| All | +308.8% | +4.7% | +304.1% | +264.0% |
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