+207.0%
CMI vs FROG
+22.9%
+184.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.0% |
| 7D | -0.7% | -11.3% | +10.6% | 0.0% |
| 30D | -13.4% | +3.6% | -17.1% | -13.8% |
| 3M | -17.0% | +1.7% | -18.7% | -17.4% |
| 6M | -1.6% | +123.5% | -125.2% | -8.1% |
| YTD | +11.0% | +40.2% | -29.3% | +6.9% |
| 1Y | +41.9% | +81.0% | -39.1% | +33.6% |
| 3Y | +151.8% | +194.8% | -42.9% | +125.2% |
| 5Y | +163.6% | +131.8% | +31.8% | +129.5% |
| All | +207.0% | +22.9% | +184.0% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling