+201.1%
FROG vs CAPR
+40.5%
+160.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | -11.3% | -2.0% | -9.3% | -11.3% |
| 30D | +3.6% | +139.2% | -135.5% | +3.2% |
| 3M | +1.7% | -66.4% | +68.0% | +1.9% |
| 6M | +123.5% | -63.1% | +186.7% | +123.8% |
| YTD | +40.2% | -67.4% | +107.7% | +40.5% |
| 1Y | +81.0% | +58.2% | +22.7% | +77.2% |
| All | +201.1% | +40.5% | +160.6% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling