-12.0%
CHYM vs FROG
+111.9%
-123.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -7.0% | -5.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +3.0% | +3.0% | 0.0% | +2.0% |
| 3M | +98.7% | +10.3% | +88.4% | +92.6% |
| 6M | +46.4% | +116.7% | -70.3% | +19.1% |
| YTD | +29.8% | +41.9% | -12.1% | +15.2% |
| 1Y | +40.5% | +78.5% | -38.1% | +14.9% |
| All | -12.0% | +111.9% | -123.8% | -22.1% |
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