+237.2%
CB vs FROG
+41.7%
+195.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -1.4% |
| 7D | +0.2% | +7.0% | -6.7% | +0.4% |
| 30D | +9.1% | +2.9% | +6.2% | +9.3% |
| 3M | +3.4% | +21.6% | -18.2% | +3.7% |
| 6M | +14.1% | +87.7% | -73.6% | +14.5% |
| YTD | +18.0% | +61.7% | -43.7% | +18.5% |
| 1Y | +30.1% | +113.7% | -83.5% | +30.5% |
| 3Y | +71.8% | +267.7% | -196.0% | +72.3% |
| 5Y | +101.8% | +158.8% | -57.0% | +98.5% |
| All | +237.2% | +41.7% | +195.6% | +217.9% |
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