+78.5%
FROG vs CAI
-29.0%
+107.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | -5.1% | +2.9% | -1.5% |
| 30D | +3.0% | +3.9% | -0.9% | +2.2% |
| 3M | +10.3% | +40.1% | -29.8% | +5.2% |
| 6M | +116.7% | +29.7% | +87.0% | +101.0% |
| YTD | +41.9% | -10.9% | +52.8% | +44.5% |
| 1Y | +78.5% | -28.0% | +106.5% | +78.7% |
| All | +78.5% | -29.0% | +107.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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