-24.4%
CPRT vs FROG
+206.6%
-231.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | +2.2% | -11.3% | +13.5% | +3.1% |
| 30D | +16.6% | +3.6% | +13.0% | +16.1% |
| 3M | +9.6% | +1.7% | +7.9% | +9.0% |
| 6M | -11.1% | +123.5% | -134.6% | -18.6% |
| YTD | -13.9% | +40.2% | -54.1% | -18.0% |
| 1Y | -32.5% | +81.0% | -113.5% | -37.8% |
| All | -24.4% | +206.6% | -231.0% | -37.0% |
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 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