+1,417.0%
CRS vs FROG
+132.0%
+1,285.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -3.1% | -5.5% | +2.4% | -2.1% |
| 30D | -19.6% | -3.1% | -16.5% | -19.4% |
| 3M | -8.1% | +1.2% | -9.3% | -8.9% |
| 6M | +18.6% | +113.7% | -95.1% | +1.0% |
| YTD | +45.9% | +38.9% | +7.0% | +33.1% |
| 1Y | +82.5% | +72.0% | +10.5% | +57.1% |
| 3Y | +648.9% | +217.1% | +431.8% | +437.9% |
| All | +1,417.0% | +132.0% | +1,285.0% | +1,064.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling