+104.9%
CB vs FROG
+192.7%
-87.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | +0.3% |
| 7D | -1.0% | +26.8% | -27.9% | -0.9% |
| 30D | +7.3% | +10.6% | -3.3% | +7.5% |
| 3M | +7.0% | +27.2% | -20.2% | +7.0% |
| 6M | +16.3% | +58.7% | -42.3% | +16.0% |
| YTD | +19.7% | +75.3% | -55.6% | +19.2% |
| 1Y | +27.8% | +71.1% | -43.3% | +27.3% |
| 3Y | +72.0% | +319.6% | -247.6% | +66.9% |
| 5Y | +104.9% | +195.7% | -90.8% | +101.6% |
| All | +104.9% | +192.7% | -87.8% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling