+37.5%
CMS vs FROG
+59.4%
-21.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | +1.7% | +12.5% | -10.8% | +1.8% |
| 30D | +6.2% | +23.5% | -17.3% | +6.5% |
| 3M | +0.6% | +19.4% | -18.8% | +0.9% |
| 6M | -1.8% | +77.0% | -78.8% | -1.5% |
| YTD | +3.8% | +81.9% | -78.0% | +4.2% |
| 1Y | -1.8% | +90.7% | -92.4% | -1.5% |
| 3Y | +39.8% | +328.5% | -288.7% | +38.6% |
| 5Y | +37.1% | +207.0% | -169.9% | +35.1% |
| All | +37.5% | +59.4% | -21.9% | +37.3% |
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