+112.0%
CARR vs FROG
+21.7%
+90.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +3.2% | -5.5% | +8.8% | +3.8% |
| 30D | -7.7% | -3.1% | -4.5% | -7.5% |
| 3M | -11.9% | +1.2% | -13.2% | -12.5% |
| 6M | +2.0% | +113.7% | -111.6% | -7.1% |
| YTD | +13.2% | +38.9% | -25.7% | +7.2% |
| 1Y | -8.5% | +72.0% | -80.5% | -16.3% |
| 3Y | +5.0% | +217.1% | -212.2% | -14.2% |
| 5Y | +12.0% | +130.6% | -118.6% | -11.2% |
| All | +112.0% | +21.7% | +90.3% | +70.1% |
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