-14.6%
CRH vs FROG
+83.7%
-98.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.4% |
| 7D | -1.7% | -11.3% | +9.6% | -1.6% |
| 30D | -5.4% | +3.6% | -9.0% | -5.3% |
| 3M | -11.2% | +1.7% | -12.9% | -11.1% |
| 6M | -15.8% | +123.5% | -139.4% | -16.9% |
| YTD | -23.6% | +40.2% | -63.9% | -24.4% |
| 1Y | -14.6% | +81.0% | -95.6% | -14.9% |
| All | -14.6% | +83.7% | -98.3% | -14.9% |
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 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