+166.3%
FROG vs CAI
-11.3%
+177.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +48.2% | -8.0% | +56.2% | +50.3% |
| 30D | +11.4% | -18.9% | +30.3% | +16.7% |
| 3M | +28.5% | +7.6% | +20.9% | +28.8% |
| 6M | +63.7% | +43.0% | +20.8% | +56.7% |
| YTD | +77.1% | -11.2% | +88.3% | +82.0% |
| 1Y | +79.3% | -3.3% | +82.6% | +81.6% |
| All | +166.3% | -11.3% | +177.6% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling