+122.7%
CRBG vs FROG
+218.8%
-96.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +2.6% | +1.3% | +1.3% | +2.3% |
| 3M | +24.0% | +11.1% | +12.9% | +21.7% |
| 6M | +50.5% | +108.3% | -57.8% | +34.7% |
| YTD | +17.1% | +39.6% | -22.4% | +9.4% |
| 1Y | +5.9% | +74.7% | -68.9% | -4.9% |
| 3Y | +122.7% | +224.1% | -101.4% | +74.3% |
| All | +122.7% | +218.8% | -96.0% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling