+57.5%
CHRW vs FROG
+207.6%
-150.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.1% |
| 7D | +7.3% | +12.5% | -5.2% | +6.8% |
| 30D | -3.6% | +23.5% | -27.1% | -4.5% |
| 3M | -9.6% | +19.4% | -29.0% | -10.5% |
| 6M | -17.0% | +77.0% | -94.0% | -19.4% |
| YTD | -15.4% | +81.9% | -97.3% | -18.6% |
| 1Y | -10.0% | +90.7% | -100.7% | -13.6% |
| 3Y | +82.2% | +328.5% | -246.4% | +59.5% |
| All | +57.5% | +207.6% | -150.1% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling