-76.9%
CHTR vs FROG
+21.7%
-98.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -0.3% | -5.5% | +5.2% | +0.1% |
| 30D | -4.5% | -3.1% | -1.4% | -4.4% |
| 3M | +10.2% | +1.2% | +9.0% | +9.7% |
| 6M | -37.2% | +113.7% | -150.9% | -41.5% |
| YTD | -30.2% | +38.9% | -69.0% | -32.9% |
| 1Y | -44.8% | +72.0% | -116.8% | -48.3% |
| 3Y | -65.5% | +217.1% | -282.6% | -70.7% |
| 5Y | -81.8% | +130.6% | -212.4% | -84.9% |
| All | -76.9% | +21.7% | -98.6% | -80.7% |
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