+1,510.6%
CRS vs FROG
+55.2%
+1,455.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +7.4% | +48.2% | -40.8% | +1.3% |
| 30D | -21.2% | +11.4% | -32.6% | -23.0% |
| 3M | -43.3% | +28.5% | -71.8% | -45.9% |
| 6M | -29.4% | +63.7% | -93.1% | -35.3% |
| YTD | -4.7% | +77.1% | -81.7% | -15.3% |
| 1Y | -9.6% | +79.3% | -88.9% | -20.0% |
| 3Y | +355.5% | +323.8% | +31.7% | +239.8% |
| 5Y | +826.6% | +198.9% | +627.6% | +582.7% |
| All | +1,510.6% | +55.2% | +1,455.4% | +1,094.8% |
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