+1.1%
CRM vs FROG
+21.7%
-20.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | -3.5% | -5.5% | +2.0% | -2.0% |
| 30D | +29.3% | -3.1% | +32.4% | +30.4% |
| 3M | +36.8% | +1.2% | +35.6% | +35.4% |
| 6M | +23.9% | +113.7% | -89.8% | -0.2% |
| YTD | -5.5% | +38.9% | -44.3% | -16.2% |
| 1Y | -0.4% | +72.0% | -72.4% | -17.6% |
| 3Y | +12.8% | +217.1% | -204.4% | -26.6% |
| 5Y | -3.5% | +130.6% | -134.1% | -37.6% |
| All | +1.1% | +21.7% | -20.6% | -31.2% |
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