+313.1%
FROG vs CAPR
+299.3%
+13.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +26.5% | -20.7% | +5.6% |
| 7D | +26.8% | +25.8% | +1.1% | +26.6% |
| 30D | +10.6% | +50.2% | -39.6% | +10.3% |
| 3M | +27.2% | +185.5% | -158.3% | +26.5% |
| 6M | +58.7% | -64.8% | +123.5% | +58.9% |
| YTD | +75.3% | -61.1% | +136.5% | +75.4% |
| 1Y | +71.1% | +81.0% | -9.9% | +68.2% |
| All | +313.1% | +299.3% | +13.8% | +332.2% |
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