-63.1%
CHWY vs FROG
+22.5%
-85.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.7% | -11.5% | -11.1% |
| 7D | -14.1% | -4.8% | -9.3% | -12.7% |
| 30D | -8.1% | -0.9% | -7.2% | -8.9% |
| 3M | +1.7% | +7.5% | -5.7% | -3.3% |
| 6M | -20.7% | +107.0% | -127.7% | -42.6% |
| YTD | -37.2% | +39.8% | -77.0% | -48.8% |
| 1Y | -50.7% | +74.8% | -125.5% | -64.4% |
| 3Y | -9.7% | +219.3% | -229.0% | -57.2% |
| 5Y | -72.9% | +133.0% | -205.9% | -86.6% |
| All | -63.1% | +22.5% | -85.6% | -78.8% |
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