+243.4%
CB vs FROG
+4.7%
+238.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.6% | +12.9% | -0.8% |
| 7D | +2.6% | -24.5% | +27.1% | +2.4% |
| 30D | +11.2% | -24.3% | +35.4% | +11.0% |
| 3M | +5.7% | -11.7% | +17.4% | +5.6% |
| 6M | +15.9% | +37.1% | -21.2% | +15.9% |
| YTD | +20.2% | +19.5% | +0.7% | +20.2% |
| 1Y | +32.4% | +61.8% | -29.4% | +32.2% |
| 3Y | +75.5% | +178.1% | -102.6% | +75.5% |
| 5Y | +105.5% | +91.2% | +14.3% | +101.3% |
| All | +243.4% | +4.7% | +238.7% | +222.5% |
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 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