-5.7%
CMG vs FROG
+133.6%
-139.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -6.5% | -4.8% | -1.7% | -5.8% |
| 30D | +12.1% | -0.9% | +13.0% | +11.9% |
| 3M | +20.6% | +7.5% | +13.1% | +18.4% |
| 6M | +2.1% | +107.0% | -104.9% | -10.9% |
| YTD | -2.6% | +39.8% | -42.4% | -10.5% |
| 1Y | -8.7% | +74.8% | -83.5% | -20.3% |
| 3Y | -7.4% | +219.3% | -226.7% | -34.2% |
| 5Y | -5.7% | +133.0% | -138.6% | -33.1% |
| All | -5.7% | +133.6% | -139.3% | -33.1% |
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