+37.0%
CMS vs FROG
+4.7%
+32.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.6% | +13.2% | -0.5% |
| 7D | +1.7% | -24.5% | +26.2% | +1.5% |
| 30D | +8.6% | -24.3% | +32.9% | +8.5% |
| 3M | -0.5% | -11.7% | +11.2% | -0.6% |
| 6M | -4.2% | +37.1% | -41.3% | -4.3% |
| YTD | +3.4% | +19.5% | -16.0% | +3.4% |
| 1Y | +0.4% | +61.8% | -61.4% | +0.1% |
| 3Y | +38.2% | +178.1% | -139.9% | +36.5% |
| 5Y | +35.4% | +91.2% | -55.8% | +33.0% |
| All | +37.0% | +4.7% | +32.3% | +36.2% |
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