+73.1%
CME vs FROG
+207.6%
-134.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.8% |
| 7D | +3.9% | +12.5% | -8.5% | +3.9% |
| 30D | +11.3% | +23.5% | -12.2% | +11.2% |
| 3M | +19.6% | +19.4% | +0.2% | +19.4% |
| 6M | +8.1% | +77.0% | -68.9% | +7.1% |
| YTD | +20.4% | +81.9% | -61.5% | +18.9% |
| 1Y | +16.5% | +90.7% | -74.2% | +14.8% |
| 3Y | +66.4% | +328.5% | -262.1% | +55.4% |
| All | +73.1% | +207.6% | -134.5% | +60.9% |
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 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