+18.3%
CVS vs FROG
+70.9%
-52.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +4.4% |
| 7D | -2.6% | +17.0% | -19.6% | -2.9% |
| 30D | +4.0% | +1.3% | +2.8% | +3.3% |
| 3M | -6.3% | +17.5% | -23.8% | -6.6% |
| 6M | -0.4% | +46.8% | -47.2% | -0.5% |
| YTD | +15.6% | +65.8% | -50.2% | +15.1% |
| 1Y | +18.3% | +61.0% | -42.7% | +17.9% |
| All | +18.3% | +70.9% | -52.6% | +17.9% |
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