+104.2%
CVS vs FROG
+22.9%
+81.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | +4.0% | -11.3% | +15.2% | +4.1% |
| 30D | -2.4% | +3.6% | -6.0% | -2.5% |
| 3M | +2.7% | +1.7% | +1.0% | +2.5% |
| 6M | +21.9% | +123.5% | -101.7% | +20.2% |
| YTD | +24.7% | +40.2% | -15.5% | +23.8% |
| 1Y | +35.4% | +81.0% | -45.5% | +33.7% |
| 3Y | +65.2% | +194.8% | -129.6% | +61.6% |
| 5Y | +30.5% | +131.8% | -101.3% | +25.3% |
| All | +104.2% | +22.9% | +81.3% | +95.2% |
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