+39.8%
CMS vs FROG
+335.2%
-295.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | +1.7% | +12.5% | -10.8% | +2.0% |
| 30D | +6.2% | +23.5% | -17.3% | +7.0% |
| 3M | +0.6% | +19.4% | -18.8% | +1.4% |
| 6M | -1.8% | +77.0% | -78.8% | -0.4% |
| YTD | +3.8% | +81.9% | -78.0% | +5.6% |
| 1Y | -1.8% | +90.7% | -92.4% | -0.2% |
| 3Y | +39.8% | +328.5% | -288.7% | +31.4% |
| All | +39.8% | +335.2% | -295.4% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling