-13.1%
CRCL vs FROG
+83.7%
-96.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | +17.1% | -11.3% | +28.4% | +21.5% |
| 30D | +61.3% | +3.6% | +57.6% | +59.5% |
| 3M | +12.7% | +1.7% | +11.0% | +11.6% |
| 6M | -3.1% | +123.5% | -126.6% | -24.7% |
| YTD | +28.7% | +40.2% | -11.6% | +9.5% |
| 1Y | -13.1% | +81.0% | -94.1% | -29.7% |
| All | -13.1% | +83.7% | -96.9% | -29.7% |
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