-9.9%
CPRT vs FROG
+125.4%
-135.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +0.4% | -5.5% | +5.9% | +1.1% |
| 30D | +9.9% | -3.1% | +13.0% | +10.1% |
| 3M | +5.6% | +1.2% | +4.4% | +4.6% |
| 6M | -13.6% | +113.7% | -127.3% | -24.5% |
| YTD | -16.7% | +38.9% | -55.6% | -23.0% |
| 1Y | -33.1% | +72.0% | -105.1% | -40.9% |
| 3Y | -27.1% | +217.1% | -244.2% | -46.4% |
| 5Y | -9.9% | +130.6% | -140.5% | -35.9% |
| All | -9.9% | +125.4% | -135.3% | -35.9% |
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