+33.9%
FROG vs CPAY
+74.7%
-40.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -5.5% | +0.6% | -6.1% | -5.8% |
| 30D | -3.1% | +3.6% | -6.7% | -4.7% |
| 3M | +1.2% | +16.6% | -15.4% | -6.1% |
| 6M | +113.7% | +29.5% | +84.2% | +89.9% |
| YTD | +38.9% | +35.3% | +3.6% | +18.9% |
| 1Y | +72.0% | +30.6% | +41.3% | +49.1% |
| 3Y | +217.1% | +49.7% | +167.4% | +149.8% |
| 5Y | +130.6% | +54.4% | +76.2% | +66.3% |
| All | +33.9% | +74.7% | -40.9% | -8.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling