+31.5%
CVS vs FROG
+125.4%
-93.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.6% | -5.5% | +3.9% | -1.4% |
| 30D | +0.4% | -3.1% | +3.5% | +0.4% |
| 3M | -0.4% | +1.2% | -1.7% | -0.7% |
| 6M | +25.1% | +113.7% | -88.5% | +21.5% |
| YTD | +23.9% | +38.9% | -15.0% | +21.9% |
| 1Y | +41.1% | +72.0% | -30.9% | +37.3% |
| 3Y | +63.6% | +217.1% | -153.5% | +54.0% |
| 5Y | +31.5% | +130.6% | -99.1% | +22.6% |
| All | +31.5% | +125.4% | -93.9% | +22.6% |
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