+167.0%
CMI vs FROG
+133.6%
+33.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.7% | -4.8% | +5.5% | +1.1% |
| 30D | -12.3% | -0.9% | -11.3% | -12.3% |
| 3M | -16.8% | +7.5% | -24.3% | -17.7% |
| 6M | +1.5% | +107.0% | -105.5% | -6.3% |
| YTD | +9.8% | +39.8% | -30.0% | +4.6% |
| 1Y | +42.6% | +74.8% | -32.2% | +32.1% |
| 3Y | +151.0% | +219.3% | -68.3% | +112.4% |
| 5Y | +167.0% | +133.0% | +34.1% | +126.7% |
| All | +167.0% | +133.6% | +33.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling