+149.3%
CBOE vs FROG
+133.6%
+15.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.8% | -4.8% | +4.0% | -0.7% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +0.7% | +7.5% | -6.7% | +0.5% |
| 6M | -2.0% | +107.0% | -109.0% | -4.1% |
| YTD | +17.1% | +39.8% | -22.7% | +15.6% |
| 1Y | +26.5% | +74.8% | -48.3% | +23.8% |
| 3Y | +96.1% | +219.3% | -123.1% | +84.0% |
| 5Y | +149.3% | +133.0% | +16.3% | +132.3% |
| All | +149.3% | +133.6% | +15.7% | +132.3% |
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