+8.5%
CRCL vs FROG
+106.9%
-98.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.3% |
| 7D | -12.5% | -2.2% | -10.3% | -12.0% |
| 30D | +26.9% | +3.0% | +24.0% | +26.0% |
| 3M | +14.4% | +10.3% | +4.1% | +11.4% |
| 6M | -23.5% | +116.7% | -140.2% | -37.3% |
| YTD | +13.9% | +41.9% | -28.0% | -1.5% |
| 1Y | -20.6% | +78.5% | -99.1% | -33.6% |
| All | +8.5% | +106.9% | -98.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling