-72.2%
CHWY vs FROG
+136.9%
-209.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.5% |
| 7D | -13.6% | -0.5% | -13.1% | -13.5% |
| 30D | -8.5% | +1.3% | -9.9% | -10.0% |
| 3M | +8.9% | +11.1% | -2.2% | +2.4% |
| 6M | -20.5% | +108.3% | -128.8% | -42.6% |
| YTD | -38.2% | +39.6% | -77.7% | -49.5% |
| 1Y | -43.3% | +74.7% | -118.0% | -59.1% |
| 3Y | -8.5% | +224.1% | -232.6% | -59.4% |
| All | -72.2% | +136.9% | -209.1% | -87.9% |
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