+34.3%
CP vs FROG
+129.7%
-95.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.6% |
| 7D | -2.7% | -11.3% | +8.6% | -1.8% |
| 30D | +0.2% | +3.6% | -3.5% | -0.2% |
| 3M | +2.6% | +1.7% | +0.9% | +2.1% |
| 6M | +6.0% | +123.5% | -117.6% | -1.8% |
| YTD | +24.9% | +40.2% | -15.3% | +19.8% |
| 1Y | +20.1% | +81.0% | -60.9% | +11.6% |
| 3Y | +16.4% | +194.8% | -178.4% | -0.4% |
| All | +34.3% | +129.7% | -95.4% | +11.0% |
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 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