+35.8%
CMI vs FROG
+76.9%
-41.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | -12.8% | +3.0% | -15.7% | -12.9% |
| 3M | -12.4% | +10.3% | -22.8% | -12.9% |
| 6M | -0.9% | +116.7% | -117.6% | -5.8% |
| YTD | +8.9% | +41.9% | -33.1% | +6.9% |
| All | +35.8% | +76.9% | -41.2% | +29.7% |
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