+108.8%
FROG vs CAI
-8.1%
+116.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -3.1% | +9.1% | -12.3% | -4.5% |
| 3M | +1.2% | +53.8% | -52.5% | -5.2% |
| 6M | +113.7% | +33.5% | +80.2% | +98.2% |
| YTD | +38.9% | -8.0% | +46.9% | +40.1% |
| 1Y | +72.0% | -28.7% | +100.7% | +78.2% |
| All | +108.8% | -8.1% | +116.9% | +105.8% |
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