+46.0%
CMG vs FROG
+22.9%
+23.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | -2.8% | -11.3% | +8.5% | -1.3% |
| 30D | +7.1% | +3.6% | +3.5% | +6.2% |
| 3M | +31.2% | +1.7% | +29.5% | +29.8% |
| 6M | +0.7% | +123.5% | -122.8% | -12.5% |
| YTD | -0.1% | +40.2% | -40.4% | -7.8% |
| 1Y | -10.7% | +81.0% | -91.7% | -21.9% |
| 3Y | -4.7% | +194.8% | -199.4% | -28.0% |
| 5Y | -3.8% | +131.8% | -135.6% | -29.3% |
| All | +46.0% | +22.9% | +23.1% | +12.9% |
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 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