+224.6%
FROG vs CPAY
+48.3%
+176.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.8% | -2.5% | -2.3% | -3.8% |
| 30D | -0.9% | +1.3% | -2.2% | -1.5% |
| 3M | +7.5% | +13.5% | -6.0% | +1.3% |
| 6M | +107.0% | +24.7% | +82.3% | +87.4% |
| YTD | +39.8% | +34.9% | +4.9% | +20.9% |
| 1Y | +74.8% | +29.7% | +45.1% | +53.3% |
| All | +224.6% | +48.3% | +176.3% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling