+116.3%
CNH vs FROG
+21.7%
+94.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.5% |
| 7D | +8.8% | -5.5% | +14.3% | +9.2% |
| 30D | +24.7% | -3.1% | +27.8% | +24.6% |
| 3M | +27.3% | +1.2% | +26.1% | +26.6% |
| 6M | +23.2% | +113.7% | -90.5% | +14.8% |
| YTD | +48.9% | +38.9% | +10.1% | +42.8% |
| 1Y | +19.4% | +72.0% | -52.6% | +11.7% |
| 3Y | +7.8% | +217.1% | -209.4% | -8.1% |
| 5Y | +8.7% | +130.6% | -121.9% | -9.7% |
| All | +116.3% | +21.7% | +94.6% | +81.9% |
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 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