-10.8%
CHRW vs FROG
+72.8%
-83.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +4.7% | +48.2% | -43.5% | +4.8% |
| 30D | -2.6% | +11.4% | -14.0% | -2.4% |
| 3M | -8.0% | +28.5% | -36.5% | -7.8% |
| 6M | -19.0% | +63.7% | -82.7% | -18.6% |
| YTD | -15.5% | +77.1% | -92.5% | -17.6% |
| 1Y | -10.8% | +79.3% | -90.2% | -13.0% |
| All | -10.8% | +72.8% | -83.6% | -13.0% |
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