+113.3%
CTAS vs FROG
+160.8%
-47.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -3.7% |
| 7D | +1.2% | +7.0% | -5.8% | +0.5% |
| 30D | +12.8% | +2.9% | +9.9% | +12.2% |
| 3M | +10.3% | +21.6% | -11.3% | +8.1% |
| 6M | +32.0% | +87.7% | -55.7% | +23.7% |
| YTD | +19.1% | +61.7% | -42.5% | +12.3% |
| 1Y | +21.5% | +113.7% | -92.2% | +10.3% |
| 3Y | +76.0% | +267.7% | -191.7% | +42.7% |
| All | +113.3% | +160.8% | -47.5% | +75.4% |
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 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