+17.7%
CME vs FROG
+72.4%
-54.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +2.5% |
| 7D | +2.5% | +26.8% | -24.4% | +4.0% |
| 30D | +13.9% | +10.6% | +3.3% | +14.8% |
| 3M | +22.4% | +27.2% | -4.8% | +24.5% |
| 6M | +12.9% | +58.7% | -45.8% | +16.7% |
| YTD | +19.6% | +75.3% | -55.7% | +22.7% |
| 1Y | +17.7% | +71.1% | -53.4% | +20.9% |
| All | +17.7% | +72.4% | -54.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling