+215.5%
FROG vs CPB
-33.2%
+248.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +3.4% |
| 7D | +12.5% | -1.6% | +14.1% | +12.1% |
| 30D | +23.5% | +19.2% | +4.3% | +28.2% |
| 3M | +19.4% | -0.9% | +20.3% | +20.1% |
| 6M | +77.0% | +15.2% | +61.8% | +84.0% |
| YTD | +81.9% | -13.1% | +95.0% | +80.4% |
| 1Y | +90.7% | -22.4% | +113.1% | +84.7% |
| 3Y | +328.5% | -35.3% | +363.8% | +300.1% |
| All | +215.5% | -33.2% | +248.7% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling