+162.1%
CTAS vs FROG
+21.7%
+140.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -5.5% | +5.5% | +0.3% |
| 30D | -1.0% | -3.1% | +2.1% | -1.0% |
| 3M | +15.8% | +1.2% | +14.5% | +15.1% |
| 6M | -1.0% | +113.7% | -114.7% | -7.8% |
| YTD | +7.4% | +38.9% | -31.4% | +3.2% |
| 1Y | -0.1% | +72.0% | -72.1% | -6.5% |
| 3Y | +66.3% | +217.1% | -150.8% | +41.7% |
| 5Y | +111.0% | +130.6% | -19.6% | +76.7% |
| All | +162.1% | +21.7% | +140.4% | +124.2% |
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