-4.1%
CMG vs FROG
+207.6%
-211.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | +2.5% | +12.5% | -10.0% | +1.0% |
| 30D | +15.6% | +23.5% | -7.9% | +11.5% |
| 3M | +8.2% | +19.4% | -11.2% | +4.4% |
| 6M | +9.9% | +77.0% | -67.1% | -1.0% |
| YTD | -4.6% | +81.9% | -86.5% | -16.3% |
| 1Y | +12.4% | +90.7% | -78.2% | -2.3% |
| 3Y | -18.0% | +328.5% | -346.5% | -45.0% |
| All | -4.1% | +207.6% | -211.7% | -31.9% |
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