+32.7%
CMS vs FROG
+22.9%
+9.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | +0.4% | -11.3% | +11.6% | +0.3% |
| 30D | -3.6% | +3.6% | -7.2% | -3.6% |
| 3M | -1.9% | +1.7% | -3.6% | -1.9% |
| 6M | -11.0% | +123.5% | -134.5% | -11.1% |
| YTD | +0.2% | +40.2% | -40.1% | +0.2% |
| 1Y | -1.3% | +81.0% | -82.3% | -1.5% |
| 3Y | +35.9% | +194.8% | -158.8% | +34.3% |
| 5Y | +23.1% | +131.8% | -108.7% | +20.9% |
| All | +32.7% | +22.9% | +9.8% | +32.0% |
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 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