+21.7%
CTAS vs FROG
+78.6%
-56.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.8% | +0.7% |
| 7D | -0.7% | +27.1% | -27.8% | +0.8% |
| 30D | +10.3% | +5.8% | +4.4% | +11.0% |
| 3M | +10.2% | +20.8% | -10.7% | +11.9% |
| 6M | +34.4% | +53.3% | -19.0% | +37.5% |
| YTD | +19.6% | +73.2% | -53.6% | +23.5% |
| All | +21.7% | +78.6% | -56.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling