+162.0%
CTAS vs FROG
+22.9%
+139.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -1.8% | -11.3% | +9.5% | -1.1% |
| 30D | -0.2% | +3.6% | -3.8% | -0.6% |
| 3M | +11.7% | +1.7% | +10.0% | +11.0% |
| 6M | +0.7% | +123.5% | -122.8% | -6.6% |
| YTD | +7.4% | +40.2% | -32.8% | +3.1% |
| 1Y | -2.1% | +81.0% | -83.1% | -8.8% |
| 3Y | +62.9% | +194.8% | -131.8% | +40.0% |
| 5Y | +111.9% | +131.8% | -19.9% | +77.3% |
| All | +162.0% | +22.9% | +139.1% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling