+42.7%
CHRW vs FROG
+51.8%
-9.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +2.7% |
| 7D | +0.2% | +27.1% | -26.9% | -0.7% |
| 30D | -9.4% | +5.8% | -15.2% | -9.7% |
| 3M | -13.3% | +20.8% | -34.1% | -14.1% |
| 6M | -24.2% | +53.3% | -77.5% | -25.7% |
| YTD | -18.9% | +73.2% | -92.1% | -21.4% |
| 1Y | -12.4% | +80.3% | -92.7% | -15.4% |
| 3Y | +72.2% | +318.3% | -246.1% | +55.1% |
| 5Y | +53.4% | +179.9% | -126.5% | +37.1% |
| All | +42.7% | +51.8% | -9.1% | +32.9% |
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