+35.5%
CP vs FROG
+299.7%
-264.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | +2.8% | +17.0% | -14.2% | +2.1% |
| 30D | +11.0% | +1.3% | +9.8% | +10.9% |
| 3M | +3.8% | +17.5% | -13.6% | +2.8% |
| 6M | +9.5% | +46.8% | -37.3% | +6.7% |
| YTD | +28.2% | +65.8% | -37.6% | +23.2% |
| 1Y | +33.0% | +61.0% | -28.0% | +28.0% |
| 3Y | +35.5% | +296.7% | -261.2% | +10.8% |
| All | +35.5% | +299.7% | -264.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling