+13.2%
CVS vs FROG
+170.5%
-157.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +4.5% |
| 7D | -2.6% | +17.0% | -19.6% | -3.2% |
| 30D | +4.0% | +1.3% | +2.8% | +3.7% |
| 3M | -6.3% | +17.5% | -23.8% | -7.0% |
| 6M | -0.4% | +46.8% | -47.2% | -1.9% |
| YTD | +15.6% | +65.8% | -50.2% | +13.0% |
| 1Y | +18.3% | +61.0% | -42.7% | +15.8% |
| 3Y | +47.3% | +296.7% | -249.5% | +38.3% |
| 5Y | +13.2% | +177.8% | -164.7% | +2.4% |
| All | +13.2% | +170.5% | -157.3% | +2.4% |
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