+24.4%
CP vs FROG
+160.8%
-136.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -3.7% |
| 7D | +2.8% | +7.0% | -4.2% | +2.1% |
| 30D | +10.2% | +2.9% | +7.3% | +9.6% |
| 3M | +2.4% | +21.6% | -19.3% | +0.3% |
| 6M | +7.7% | +87.7% | -80.0% | +1.4% |
| YTD | +26.0% | +61.7% | -35.7% | +19.0% |
| 1Y | +34.6% | +113.7% | -79.0% | +23.0% |
| 3Y | +26.7% | +267.7% | -241.1% | +6.0% |
| All | +24.4% | +160.8% | -136.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling