+61.0%
FROG vs CAPR
+47.8%
+13.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.9% | +5.7% | -4.2% |
| 7D | +17.0% | +7.6% | +9.4% | +17.0% |
| 30D | +1.3% | +13.3% | -12.0% | +1.3% |
| 3M | +17.5% | +130.4% | -112.9% | +17.3% |
| 6M | +46.8% | -70.8% | +117.6% | +47.1% |
| YTD | +65.8% | -69.3% | +135.1% | +66.0% |
| 1Y | +61.0% | +59.5% | +1.5% | +59.8% |
| All | +61.0% | +47.8% | +13.2% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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