+147.5%
CMI vs FROG
+59.4%
+88.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +0.5% | +12.5% | -12.0% | -0.3% |
| 30D | -14.0% | +23.5% | -37.6% | -15.5% |
| 3M | -28.1% | +19.4% | -47.5% | -29.4% |
| 6M | -35.8% | +77.0% | -112.8% | -38.8% |
| YTD | -10.5% | +81.9% | -92.4% | -15.7% |
| 1Y | -1.9% | +90.7% | -92.5% | -7.9% |
| 3Y | +121.0% | +328.5% | -207.5% | +92.4% |
| 5Y | +114.6% | +207.0% | -92.5% | +83.0% |
| All | +147.5% | +59.4% | +88.1% | +112.1% |
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 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