+474.3%
CAH vs FROG
+22.3%
+452.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.6% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | +0.2% | +1.3% | -1.1% | +0.1% |
| 3M | +6.3% | +11.1% | -4.8% | +6.0% |
| 6M | +9.4% | +108.3% | -98.9% | +7.7% |
| YTD | +15.0% | +39.6% | -24.6% | +14.1% |
| 1Y | +55.4% | +74.7% | -19.3% | +53.0% |
| 3Y | +173.8% | +224.1% | -50.3% | +165.0% |
| 5Y | +395.2% | +138.4% | +256.8% | +371.3% |
| All | +474.3% | +22.3% | +452.0% | +439.3% |
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