+8.9%
CRCL vs FROG
+103.5%
-94.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -11.2% | -0.5% | -10.7% | -11.1% |
| 30D | +27.1% | +1.3% | +25.8% | +26.7% |
| 3M | +9.6% | +11.1% | -1.4% | +6.7% |
| 6M | -19.7% | +108.3% | -128.0% | -33.6% |
| YTD | +14.2% | +39.6% | -25.3% | -0.8% |
| 1Y | -32.2% | +74.7% | -107.0% | -43.1% |
| All | +8.9% | +103.5% | -94.6% | -7.9% |
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