+505.2%
CAH vs FROG
+22.9%
+482.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | +5.4% | -11.3% | +16.7% | +5.5% |
| 30D | +3.3% | +3.6% | -0.3% | +3.2% |
| 3M | +22.8% | +1.7% | +21.1% | +22.7% |
| 6M | +11.3% | +123.5% | -112.3% | +9.5% |
| YTD | +21.1% | +40.2% | -19.1% | +20.2% |
| 1Y | +67.2% | +81.0% | -13.8% | +64.5% |
| 3Y | +195.6% | +194.8% | +0.9% | +186.4% |
| 5Y | +413.8% | +131.8% | +282.0% | +388.3% |
| All | +505.2% | +22.9% | +482.3% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling