+83.9%
CNH vs FROG
+41.7%
+42.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +35.3% | -32.6% | +0.6% |
| 7D | -1.7% | +7.0% | -8.7% | -2.5% |
| 30D | -7.2% | +2.9% | -10.1% | -7.9% |
| 3M | +6.5% | +21.6% | -15.1% | +4.3% |
| 6M | +7.9% | +87.7% | -79.8% | +1.5% |
| YTD | +26.6% | +61.7% | -35.1% | +19.5% |
| 1Y | +13.8% | +113.7% | -99.9% | +4.1% |
| 3Y | +9.2% | +267.7% | -258.5% | -8.1% |
| 5Y | -15.6% | +158.8% | -174.4% | -30.9% |
| All | +83.9% | +41.7% | +42.2% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling