+15.6%
CRCL vs FROG
+102.4%
-86.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.5% |
| 7D | +7.5% | -5.5% | +13.0% | +9.1% |
| 30D | +44.3% | -3.1% | +47.4% | +45.5% |
| 3M | +16.5% | +1.2% | +15.3% | +15.8% |
| 6M | -5.6% | +113.7% | -119.3% | -22.3% |
| YTD | +21.3% | +38.9% | -17.6% | +5.5% |
| 1Y | -14.5% | +72.0% | -86.5% | -28.2% |
| All | +15.6% | +102.4% | -86.8% | -2.1% |
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