+103.0%
JCI vs FROG
+182.9%
-79.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +4.1% |
| 7D | -3.4% | +27.1% | -30.5% | -6.0% |
| 30D | -10.1% | +5.8% | -16.0% | -11.2% |
| 3M | -6.8% | +20.8% | -27.6% | -9.3% |
| 6M | +2.0% | +53.3% | -51.4% | -3.7% |
| YTD | +19.2% | +73.2% | -54.0% | +9.6% |
| 1Y | +16.7% | +80.3% | -63.6% | +6.5% |
| 3Y | +194.3% | +318.3% | -124.0% | +126.4% |
| 5Y | +103.0% | +179.9% | -76.9% | +52.0% |
| All | +103.0% | +182.9% | -79.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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