+352.2%
CRS vs FROG
+299.7%
+52.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -2.0% |
| 7D | +0.2% | +17.0% | -16.8% | -2.3% |
| 30D | -22.9% | +1.3% | -24.2% | -23.5% |
| 3M | -46.8% | +17.5% | -64.3% | -48.6% |
| 6M | -30.4% | +46.8% | -77.2% | -35.3% |
| YTD | -5.4% | +65.8% | -71.1% | -15.1% |
| 1Y | -9.0% | +61.0% | -70.0% | -18.0% |
| 3Y | +352.2% | +296.7% | +55.4% | +182.5% |
| All | +352.2% | +299.7% | +52.5% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling