+81.0%
FROG vs CPAY
+29.9%
+51.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -11.3% | +2.1% | -13.4% | -12.0% |
| 30D | +3.6% | +5.5% | -1.9% | +1.5% |
| 3M | +1.7% | +16.6% | -14.9% | -4.8% |
| 6M | +123.5% | +26.7% | +96.9% | +100.2% |
| YTD | +40.2% | +38.4% | +1.9% | +23.3% |
| 1Y | +81.0% | +30.1% | +50.9% | +58.4% |
| All | +81.0% | +29.9% | +51.1% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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