+234.9%
CBOE vs FROG
+22.3%
+212.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.2% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | -3.1% | +1.3% | -4.5% | -3.2% |
| 3M | -4.8% | +11.1% | -15.8% | -4.9% |
| 6M | -0.6% | +108.3% | -108.9% | -2.2% |
| YTD | +12.8% | +39.6% | -26.8% | +11.6% |
| 1Y | +19.8% | +74.7% | -55.0% | +17.8% |
| 3Y | +86.9% | +224.1% | -137.1% | +79.0% |
| 5Y | +136.5% | +138.4% | -1.9% | +122.6% |
| All | +234.9% | +22.3% | +212.6% | +222.6% |
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 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