+165.5%
CRH vs FROG
+22.3%
+143.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -9.3% | +1.3% | -10.6% | -9.5% |
| 3M | -15.2% | +11.1% | -26.3% | -16.4% |
| 6M | -14.2% | +108.3% | -122.5% | -21.1% |
| YTD | -28.3% | +39.6% | -67.8% | -31.7% |
| 1Y | -21.8% | +74.7% | -96.5% | -27.8% |
| 3Y | +71.6% | +224.1% | -152.5% | +43.1% |
| 5Y | +96.6% | +138.4% | -41.8% | +60.1% |
| All | +165.5% | +22.3% | +143.1% | +119.2% |
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