+35.4%
CMS vs FROG
+192.7%
-157.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.2% |
| 7D | -1.1% | +26.8% | -28.0% | -0.7% |
| 30D | +6.6% | +10.6% | -4.0% | +6.9% |
| 3M | +0.8% | +27.2% | -26.4% | +1.2% |
| 6M | -3.3% | +58.7% | -62.0% | -2.9% |
| YTD | +2.7% | +75.3% | -72.6% | +3.3% |
| 1Y | -4.0% | +71.1% | -75.1% | -3.5% |
| 3Y | +37.6% | +319.6% | -282.0% | +36.3% |
| 5Y | +35.4% | +195.7% | -160.2% | +29.0% |
| All | +35.4% | +192.7% | -157.2% | +29.0% |
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