+37.2%
CVS vs FROG
+73.1%
-35.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.9% | -4.8% | +2.9% | -2.0% |
| 30D | -0.3% | -0.9% | +0.6% | -0.4% |
| 3M | -1.1% | +7.5% | -8.6% | -1.2% |
| 6M | +23.7% | +107.0% | -83.3% | +22.9% |
| YTD | +23.0% | +39.8% | -16.8% | +23.0% |
| 1Y | +37.2% | +74.8% | -37.7% | +37.3% |
| All | +37.2% | +73.1% | -35.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling