+11.7%
CMI vs FROG
+83.7%
-72.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.3% | -5.7% |
| 7D | -11.2% | -14.1% | +2.9% | -10.8% |
| 30D | -9.8% | -11.8% | +1.9% | -9.5% |
| 3M | -25.5% | +0.1% | -25.7% | -25.5% |
| 6M | -27.7% | +64.2% | -91.9% | -29.3% |
| YTD | -6.6% | +38.2% | -44.8% | -8.0% |
| 1Y | +11.7% | +85.4% | -73.7% | +5.4% |
| All | +11.7% | +83.7% | -72.0% | +5.4% |
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