+103.9%
CNH vs FROG
+51.8%
+52.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +10.4% |
| 7D | +8.6% | +27.1% | -18.6% | +6.6% |
| 30D | +12.6% | +5.8% | +6.7% | +11.6% |
| 3M | +17.5% | +20.8% | -3.3% | +15.1% |
| 6M | +18.1% | +53.3% | -35.2% | +13.2% |
| YTD | +40.4% | +73.2% | -32.8% | +32.0% |
| 1Y | +34.0% | +80.3% | -46.3% | +25.4% |
| 3Y | +35.3% | +318.3% | -283.0% | +12.7% |
| 5Y | -5.1% | +179.9% | -185.0% | -22.7% |
| All | +103.9% | +51.8% | +52.1% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling