+63.3%
CHRW vs FROG
+22.9%
+40.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | -1.4% | -11.3% | +9.9% | -1.0% |
| 30D | -3.5% | +3.6% | -7.1% | -3.7% |
| 3M | -19.4% | +1.7% | -21.1% | -19.6% |
| 6M | -21.4% | +123.5% | -144.9% | -24.2% |
| YTD | -7.1% | +40.2% | -47.4% | -9.2% |
| 1Y | +17.8% | +81.0% | -63.2% | +13.5% |
| 3Y | +78.8% | +194.8% | -116.0% | +64.0% |
| 5Y | +83.5% | +131.8% | -48.3% | +65.5% |
| All | +63.3% | +22.9% | +40.4% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling