+55.9%
FROG vs CAPR
+92.7%
-36.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.7% | +30.7% | +35.2% |
| 7D | +7.0% | +41.1% | -34.1% | +6.3% |
| 30D | +2.9% | +11.1% | -8.2% | +2.7% |
| 3M | +21.6% | +115.3% | -93.7% | +19.7% |
| 6M | +87.7% | -73.8% | +161.5% | +89.6% |
| YTD | +61.7% | -68.8% | +130.5% | +62.6% |
| 1Y | +113.7% | +43.3% | +70.4% | +99.6% |
| 3Y | +267.7% | +214.7% | +53.0% | +184.4% |
| 5Y | +158.8% | +141.3% | +17.5% | +86.1% |
| All | +55.9% | +92.7% | -36.9% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling