-11.1%
CHRW vs FROG
+83.7%
-94.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.3% |
| 7D | +4.9% | -14.1% | +19.0% | +5.0% |
| 30D | -4.8% | -11.8% | +7.0% | -4.8% |
| 3M | -13.1% | +0.1% | -13.3% | -13.1% |
| 6M | -16.3% | +64.2% | -80.6% | -16.2% |
| YTD | -15.8% | +38.2% | -54.0% | -17.1% |
| 1Y | -11.1% | +85.4% | -96.5% | -13.3% |
| All | -11.1% | +83.7% | -94.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling