-15.9%
CPRT vs FROG
+182.9%
-198.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.6% | +0.8% |
| 7D | +1.6% | +27.1% | -25.5% | -1.8% |
| 30D | +18.8% | +5.8% | +13.0% | +17.0% |
| 3M | +9.4% | +20.8% | -11.4% | +5.4% |
| 6M | -4.4% | +53.3% | -57.7% | -11.8% |
| YTD | -17.1% | +73.2% | -90.3% | -26.3% |
| 1Y | -19.9% | +80.3% | -100.2% | -29.5% |
| 3Y | -30.5% | +318.3% | -348.8% | -51.6% |
| 5Y | -15.9% | +179.9% | -195.8% | -40.6% |
| All | -15.9% | +182.9% | -198.9% | -40.6% |
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 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