-6.7%
CMG vs FROG
+76.4%
-83.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -3.8% | -2.2% | -1.7% | -3.8% |
| 30D | +12.9% | +3.0% | +9.9% | +12.8% |
| 3M | +18.8% | +10.3% | +8.5% | +18.2% |
| 6M | +4.1% | +116.7% | -112.6% | +0.7% |
| YTD | -2.4% | +41.9% | -44.3% | -4.6% |
| 1Y | -6.7% | +78.5% | -85.2% | -9.9% |
| All | -6.7% | +76.4% | -83.0% | -9.9% |
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