+34.6%
FROG vs CPAY
+75.2%
-40.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.5% | -2.0% | +1.5% | +0.4% |
| 30D | +1.3% | -0.4% | +1.7% | +1.5% |
| 3M | +11.1% | +16.4% | -5.3% | +3.3% |
| 6M | +108.3% | +23.5% | +84.8% | +88.8% |
| YTD | +39.6% | +35.7% | +3.9% | +19.3% |
| 1Y | +74.7% | +30.2% | +44.6% | +51.8% |
| 3Y | +224.1% | +49.7% | +174.4% | +155.3% |
| 5Y | +138.4% | +56.6% | +81.8% | +71.7% |
| All | +34.6% | +75.2% | -40.7% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling