+34.1%
CMS vs FROG
+41.7%
-7.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | -1.8% |
| 7D | -1.3% | +7.0% | -8.3% | -1.1% |
| 30D | +6.3% | +2.9% | +3.4% | +6.5% |
| 3M | -2.1% | +21.6% | -23.7% | -1.8% |
| 6M | -5.1% | +87.7% | -92.8% | -4.9% |
| YTD | +1.3% | +61.7% | -60.4% | +1.5% |
| 1Y | -1.4% | +113.7% | -115.1% | -1.4% |
| 3Y | +36.9% | +267.7% | -230.8% | +35.7% |
| 5Y | +32.5% | +158.8% | -126.3% | +30.6% |
| All | +34.1% | +41.7% | -7.6% | +33.8% |
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