+107.2%
CME vs FROG
+21.7%
+85.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -2.9% | -5.5% | +2.6% | -2.8% |
| 30D | +5.5% | -3.1% | +8.6% | +5.5% |
| 3M | +11.0% | +1.2% | +9.7% | +10.9% |
| 6M | -9.7% | +113.7% | -123.4% | -11.2% |
| YTD | +4.9% | +38.9% | -34.0% | +4.0% |
| 1Y | +10.1% | +72.0% | -61.9% | +8.3% |
| 3Y | +53.5% | +217.1% | -163.6% | +46.5% |
| 5Y | +77.2% | +130.6% | -53.4% | +66.2% |
| All | +107.2% | +21.7% | +85.5% | +95.4% |
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