+247.1%
CB vs FROG
+59.4%
+187.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | +2.9% | +12.5% | -9.6% | +3.1% |
| 30D | +7.3% | +23.5% | -16.2% | +7.7% |
| 3M | +9.4% | +19.4% | -10.0% | +9.8% |
| 6M | +19.6% | +77.0% | -57.4% | +20.2% |
| YTD | +21.5% | +81.9% | -60.4% | +22.1% |
| 1Y | +28.0% | +90.7% | -62.7% | +28.6% |
| 3Y | +74.9% | +328.5% | -253.6% | +75.7% |
| 5Y | +108.1% | +207.0% | -98.9% | +105.4% |
| All | +247.1% | +59.4% | +187.8% | +227.7% |
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 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