+582.6%
CAH vs FROG
+55.2%
+527.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | +3.9% | +48.2% | -44.4% | +3.5% |
| 30D | +16.0% | +11.4% | +4.6% | +15.8% |
| 3M | +19.1% | +28.5% | -9.5% | +18.6% |
| 6M | +53.0% | +63.7% | -10.7% | +51.8% |
| YTD | +36.6% | +77.1% | -40.4% | +35.1% |
| 1Y | +37.4% | +79.3% | -41.9% | +35.8% |
| 3Y | +178.8% | +323.8% | -144.9% | +169.0% |
| 5Y | +498.6% | +198.9% | +299.7% | +468.4% |
| All | +582.6% | +55.2% | +527.4% | +538.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling