+235.8%
CB vs FROG
+51.8%
+184.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -0.4% |
| 7D | -1.5% | +27.1% | -28.6% | -1.2% |
| 30D | +6.5% | +5.8% | +0.7% | +6.8% |
| 3M | +4.1% | +20.8% | -16.8% | +4.4% |
| 6M | +14.4% | +53.3% | -38.9% | +14.8% |
| YTD | +17.5% | +73.2% | -55.7% | +18.1% |
| 1Y | +27.5% | +80.3% | -52.8% | +28.1% |
| 3Y | +71.6% | +318.3% | -246.7% | +72.4% |
| 5Y | +100.6% | +179.9% | -79.3% | +97.5% |
| All | +235.8% | +51.8% | +184.0% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling