+63.9%
CP vs FROG
+59.4%
+4.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | +2.1% | +12.5% | -10.3% | +1.5% |
| 30D | +9.3% | +23.5% | -14.2% | +7.7% |
| 3M | +0.5% | +19.4% | -18.9% | -1.0% |
| 6M | +10.4% | +77.0% | -66.6% | +5.6% |
| YTD | +28.7% | +81.9% | -53.2% | +21.7% |
| 1Y | +33.2% | +90.7% | -57.5% | +25.4% |
| 3Y | +38.4% | +328.5% | -290.1% | +19.3% |
| 5Y | +26.2% | +207.0% | -180.8% | +7.0% |
| All | +63.9% | +59.4% | +4.5% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling