-23.9%
CPRT vs FROG
+83.7%
-107.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +5.1% |
| 7D | +12.6% | -14.1% | +26.7% | +13.1% |
| 30D | +18.0% | -11.8% | +29.7% | +18.3% |
| 3M | +11.0% | +0.1% | +10.8% | +10.5% |
| 6M | -2.0% | +64.2% | -66.2% | -5.8% |
| YTD | -16.7% | +38.2% | -54.9% | -20.5% |
| 1Y | -23.9% | +85.4% | -109.3% | -28.6% |
| All | -23.9% | +83.7% | -107.6% | -28.6% |
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