+37.0%
CHYM vs FROG
+83.7%
-46.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.1% |
| 7D | +1.7% | -11.3% | +13.0% | +4.6% |
| 30D | +30.2% | +3.6% | +26.6% | +28.1% |
| 3M | +85.9% | +1.7% | +84.2% | +82.8% |
| 6M | +49.9% | +123.5% | -73.6% | +14.3% |
| YTD | +34.1% | +40.2% | -6.1% | +18.4% |
| 1Y | +37.0% | +81.0% | -44.0% | +5.3% |
| All | +37.0% | +83.7% | -46.7% | +5.3% |
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