+43.0%
CMG vs FROG
+22.3%
+20.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +10.9% | +1.3% | +9.6% | +10.4% |
| 3M | +15.8% | +11.1% | +4.8% | +13.3% |
| 6M | +6.9% | +108.3% | -101.4% | -6.0% |
| YTD | -2.2% | +39.6% | -41.7% | -9.7% |
| 1Y | -7.1% | +74.7% | -81.8% | -18.2% |
| 3Y | -7.1% | +224.1% | -231.2% | -31.3% |
| 5Y | -4.8% | +138.4% | -143.2% | -30.3% |
| All | +43.0% | +22.3% | +20.7% | +10.6% |
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 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