+67.0%
FROG vs CPB
-36.3%
+103.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +6.9% |
| 7D | +27.1% | +3.3% | +23.9% | +27.8% |
| 30D | +5.8% | +19.0% | -13.2% | +8.6% |
| 3M | +20.8% | +0.4% | +20.4% | +21.6% |
| 6M | +53.3% | +13.0% | +40.4% | +57.1% |
| YTD | +73.2% | -12.7% | +85.9% | +73.1% |
| 1Y | +80.3% | -20.9% | +101.2% | +78.0% |
| 3Y | +318.3% | -35.4% | +353.7% | +300.5% |
| 5Y | +179.9% | -32.3% | +212.2% | +162.6% |
| All | +67.0% | -36.3% | +103.2% | +69.0% |
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