+27.6%
CNH vs FROG
+72.4%
-44.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.8% |
| 7D | +6.7% | +26.8% | -20.2% | +6.5% |
| 30D | +7.2% | +10.6% | -3.4% | +6.6% |
| 3M | +17.5% | +27.2% | -9.7% | +17.3% |
| 6M | +15.0% | +58.7% | -43.7% | +15.1% |
| YTD | +36.8% | +75.3% | -38.6% | +35.9% |
| 1Y | +27.6% | +71.1% | -43.4% | +27.6% |
| All | +27.6% | +72.4% | -44.8% | +27.6% |
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