+21.7%
CPRT vs FROG
+22.5%
-0.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | +8.2% | -0.9% | +9.2% | +8.1% |
| 3M | +2.3% | +7.5% | -5.2% | +0.6% |
| 6M | -14.7% | +107.0% | -121.8% | -24.4% |
| YTD | -18.2% | +39.8% | -58.0% | -24.0% |
| 1Y | -33.4% | +74.8% | -108.2% | -40.7% |
| 3Y | -28.3% | +219.3% | -247.6% | -45.1% |
| 5Y | -9.8% | +133.0% | -142.8% | -32.2% |
| All | +21.7% | +22.5% | -0.8% | -4.1% |
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