+63.5%
CHRW vs FROG
+274.0%
-210.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +35.3% | -37.6% | -2.5% |
| 7D | +0.6% | +7.0% | -6.4% | +0.7% |
| 30D | -7.3% | +2.9% | -10.2% | -7.2% |
| 3M | -14.2% | +21.6% | -35.8% | -14.2% |
| 6M | -25.1% | +87.7% | -112.7% | -25.2% |
| YTD | -21.2% | +61.7% | -82.8% | -21.6% |
| 1Y | -14.2% | +113.7% | -127.8% | -14.9% |
| 3Y | +63.5% | +267.7% | -204.2% | +57.8% |
| All | +63.5% | +274.0% | -210.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling