+55.9%
FROG vs CPB
-36.3%
+92.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.6% | +35.1% |
| 7D | +7.0% | +8.0% | -1.0% | +8.3% |
| 30D | +2.9% | +22.4% | -19.5% | +5.9% |
| 3M | +21.6% | +2.5% | +19.1% | +22.8% |
| 6M | +87.7% | +12.2% | +75.4% | +92.2% |
| YTD | +61.7% | -12.8% | +74.5% | +61.6% |
| 1Y | +113.7% | -19.2% | +132.8% | +111.5% |
| 3Y | +267.7% | -35.6% | +303.3% | +252.1% |
| 5Y | +158.8% | -31.4% | +190.2% | +142.1% |
| All | +55.9% | -36.3% | +92.2% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling