+128.9%
CME vs FROG
+41.7%
+87.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.8% | -0.6% |
| 7D | +0.9% | +7.0% | -6.1% | +0.9% |
| 30D | +13.2% | +2.9% | +10.3% | +13.1% |
| 3M | +16.3% | +21.6% | -5.3% | +16.0% |
| 6M | +7.1% | +87.7% | -80.5% | +5.9% |
| YTD | +15.8% | +61.7% | -45.8% | +14.7% |
| 1Y | +17.1% | +113.7% | -96.6% | +14.9% |
| 3Y | +63.2% | +267.7% | -204.6% | +55.6% |
| 5Y | +70.2% | +158.8% | -88.6% | +59.6% |
| All | +128.9% | +41.7% | +87.2% | +115.6% |
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