+34.6%
CP vs FROG
+83.7%
-49.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.5% |
| 7D | +5.6% | -14.1% | +19.6% | +5.5% |
| 30D | +10.0% | -11.8% | +21.8% | +10.0% |
| 3M | +4.4% | +0.1% | +4.3% | +4.4% |
| 6M | +14.1% | +64.2% | -50.1% | +13.9% |
| YTD | +29.1% | +38.2% | -9.2% | +28.3% |
| 1Y | +34.6% | +85.4% | -50.8% | +29.9% |
| All | +34.6% | +83.7% | -49.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling