+208.6%
FROG vs CPB
-40.7%
+249.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.7% |
| 7D | -11.3% | -8.6% | -2.7% | -12.2% |
| 30D | +3.6% | -7.2% | +10.9% | +2.7% |
| 3M | +1.7% | +0.9% | +0.8% | +2.3% |
| 6M | +123.5% | -11.8% | +135.3% | +122.3% |
| YTD | +40.2% | -19.4% | +59.7% | +38.5% |
| 1Y | +81.0% | -30.4% | +111.4% | +74.8% |
| All | +208.6% | -40.7% | +249.3% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling