+114.6%
CTAS vs FROG
+129.7%
-15.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -1.8% | -11.3% | +9.5% | -1.0% |
| 30D | -0.2% | +3.6% | -3.8% | -0.7% |
| 3M | +11.7% | +1.7% | +10.0% | +11.0% |
| 6M | +0.7% | +123.5% | -122.8% | -7.5% |
| YTD | +7.4% | +40.2% | -32.8% | +2.6% |
| 1Y | -2.1% | +81.0% | -83.1% | -9.7% |
| 3Y | +62.9% | +194.8% | -131.8% | +35.6% |
| All | +114.6% | +129.7% | -15.1% | +73.1% |
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