-10.0%
CRM vs FROG
+83.7%
-93.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.8% |
| 7D | -6.2% | -14.1% | +7.9% | -3.0% |
| 30D | -1.2% | -11.8% | +10.6% | +1.1% |
| 3M | +19.1% | +0.1% | +19.0% | +18.3% |
| 6M | +23.0% | +64.2% | -41.2% | +10.4% |
| YTD | -13.7% | +38.2% | -51.9% | -22.8% |
| 1Y | -10.0% | +85.4% | -95.4% | -20.4% |
| All | -10.0% | +83.7% | -93.7% | -20.4% |
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