-45.6%
CHTR vs FROG
+83.7%
-129.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.6% |
| 7D | +14.1% | -14.1% | +28.2% | +13.5% |
| 30D | +11.6% | -11.8% | +23.4% | +11.2% |
| 3M | -21.4% | +0.1% | -21.6% | -21.3% |
| 6M | -27.3% | +64.2% | -91.5% | -25.3% |
| YTD | -42.4% | +38.2% | -80.6% | -41.2% |
| 1Y | -45.6% | +85.4% | -131.0% | -44.4% |
| All | -45.6% | +83.7% | -129.3% | -44.4% |
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