+33.9%
FROG vs CPB
-40.1%
+74.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.8% |
| 7D | -5.5% | -8.2% | +2.7% | -6.4% |
| 30D | -3.1% | -5.6% | +2.5% | -3.8% |
| 3M | +1.2% | +3.0% | -1.7% | +2.0% |
| 6M | +113.7% | -12.7% | +126.4% | +111.8% |
| YTD | +38.9% | -18.0% | +56.8% | +36.9% |
| 1Y | +72.0% | -31.7% | +103.7% | +65.5% |
| 3Y | +217.1% | -41.0% | +258.1% | +198.9% |
| 5Y | +130.6% | -38.4% | +169.0% | +114.9% |
| All | +33.9% | -40.1% | +74.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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