+198.9%
FROG vs CAPR
+192.6%
+6.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.1% |
| 7D | +48.2% | +19.1% | +29.1% | +47.8% |
| 30D | +11.4% | +48.8% | -37.4% | +10.8% |
| 3M | +28.5% | +144.4% | -115.8% | +26.8% |
| 6M | +63.7% | -67.5% | +131.2% | +64.5% |
| YTD | +77.1% | -64.5% | +141.6% | +77.4% |
| 1Y | +79.3% | +74.4% | +4.9% | +70.0% |
| 3Y | +323.8% | +265.7% | +58.0% | +239.8% |
| 5Y | +198.9% | +196.0% | +3.0% | +115.5% |
| All | +198.9% | +192.6% | +6.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling