+204.8%
CMI vs FROG
+22.3%
+182.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -12.4% | +1.3% | -13.7% | -12.6% |
| 3M | -14.8% | +11.1% | -25.9% | -15.6% |
| 6M | +0.8% | +108.3% | -107.5% | -5.3% |
| YTD | +10.2% | +39.6% | -29.4% | +6.2% |
| 1Y | +37.4% | +74.7% | -37.3% | +29.7% |
| 3Y | +153.3% | +224.1% | -70.8% | +125.3% |
| 5Y | +167.6% | +138.4% | +29.2% | +133.2% |
| All | +204.8% | +22.3% | +182.4% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling