+0.7%
CTAS vs FROG
+114.1%
-113.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.5% |
| 7D | -1.8% | -11.3% | +9.5% | -2.5% |
| 30D | -0.2% | +3.6% | -3.8% | +0.3% |
| 3M | +11.7% | +1.7% | +10.0% | +12.3% |
| 6M | +0.7% | +123.5% | -122.8% | -0.8% |
| All | +0.7% | +114.1% | -113.4% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling