+267.7%
FROG vs CPB
-36.0%
+303.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.6% | +35.1% |
| 7D | +7.0% | +8.0% | -1.0% | +8.6% |
| 30D | +2.9% | +22.4% | -19.5% | +6.4% |
| 3M | +21.6% | +2.5% | +19.1% | +23.1% |
| 6M | +87.7% | +12.2% | +75.4% | +93.2% |
| YTD | +61.7% | -12.8% | +74.5% | +62.3% |
| 1Y | +113.7% | -19.2% | +132.8% | +111.8% |
| 3Y | +267.7% | -35.6% | +303.3% | +239.7% |
| All | +267.7% | -36.0% | +303.7% | +239.7% |
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 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