+73.6%
CTAS vs FROG
+335.2%
-261.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.4% |
| 7D | +2.0% | +12.5% | -10.5% | +1.9% |
| 30D | +8.7% | +23.5% | -14.8% | +8.5% |
| 3M | +13.3% | +19.4% | -6.1% | +13.1% |
| 6M | +39.4% | +77.0% | -37.6% | +36.8% |
| YTD | +21.5% | +81.9% | -60.4% | +18.8% |
| 1Y | +21.9% | +90.7% | -68.8% | +18.7% |
| 3Y | +73.6% | +328.5% | -254.9% | +44.4% |
| All | +73.6% | +335.2% | -261.6% | +44.4% |
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