+179.6%
CAH vs FROG
+335.2%
-155.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | +3.5% | +12.5% | -9.0% | +3.4% |
| 30D | +13.5% | +23.5% | -10.1% | +13.3% |
| 3M | +21.8% | +19.4% | +2.5% | +21.6% |
| 6M | +51.5% | +77.0% | -25.5% | +50.0% |
| YTD | +38.1% | +81.9% | -43.8% | +36.6% |
| 1Y | +37.7% | +90.7% | -53.0% | +35.8% |
| 3Y | +179.6% | +328.5% | -148.9% | +174.8% |
| All | +179.6% | +335.2% | -155.6% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling