+2,308.9%
CRS vs FROG
+24.4%
+2,284.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -4.1% | -2.2% | -2.0% | -3.8% |
| 30D | -16.6% | +3.0% | -19.5% | -17.1% |
| 3M | -14.3% | +10.3% | -24.6% | -15.9% |
| 6M | +11.6% | +116.7% | -105.1% | -2.1% |
| YTD | +42.6% | +41.9% | +0.7% | +31.9% |
| 1Y | +81.8% | +78.5% | +3.3% | +60.4% |
| 3Y | +632.1% | +224.1% | +407.9% | +470.7% |
| 5Y | +1,401.6% | +142.4% | +1,259.2% | +1,049.9% |
| All | +2,308.9% | +24.4% | +2,284.5% | +1,761.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling