+109.5%
CME vs FROG
+22.9%
+86.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | -0.2% |
| 7D | -1.6% | -11.3% | +9.7% | -1.5% |
| 30D | +6.2% | +3.6% | +2.6% | +6.2% |
| 3M | +10.4% | +1.7% | +8.8% | +10.4% |
| 6M | -9.5% | +123.5% | -133.1% | -11.1% |
| YTD | +6.0% | +40.2% | -34.2% | +5.1% |
| 1Y | +9.3% | +81.0% | -71.7% | +7.4% |
| 3Y | +57.7% | +194.8% | -137.1% | +50.9% |
| 5Y | +77.7% | +131.8% | -54.1% | +66.6% |
| All | +109.5% | +22.9% | +86.6% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling