-1.8%
CMS vs FROG
+85.3%
-87.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.8% |
| 7D | +1.7% | +12.5% | -10.8% | +2.3% |
| 30D | +6.2% | +23.5% | -17.3% | +7.7% |
| 3M | +0.6% | +19.4% | -18.8% | +2.1% |
| 6M | -1.8% | +77.0% | -78.8% | +1.4% |
| YTD | +3.8% | +81.9% | -78.0% | +6.8% |
| 1Y | -1.8% | +90.7% | -92.4% | +1.1% |
| All | -1.8% | +85.3% | -87.1% | +1.1% |
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 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