+27.2%
CB vs FROG
+78.6%
-51.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -0.1% |
| 7D | -1.5% | +27.1% | -28.6% | -0.1% |
| 30D | +6.5% | +5.8% | +0.7% | +7.4% |
| 3M | +4.1% | +20.8% | -16.8% | +5.4% |
| 6M | +14.4% | +53.3% | -38.9% | +17.0% |
| YTD | +17.5% | +73.2% | -55.7% | +20.8% |
| All | +27.2% | +78.6% | -51.3% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling