+123.5%
FROG vs CPB
-14.9%
+138.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.8% |
| 7D | -11.3% | -8.6% | -2.7% | -12.5% |
| 30D | +3.6% | -7.2% | +10.9% | +2.4% |
| 3M | +1.7% | +0.9% | +0.8% | +4.2% |
| 6M | +123.5% | -11.8% | +135.3% | +117.2% |
| All | +123.5% | -14.9% | +138.5% | +117.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling