+81.0%
FROG vs CHD
+7.1%
+73.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | -2.7% | -8.6% | -12.2% |
| 30D | +3.6% | -4.6% | +8.3% | +1.7% |
| 3M | +1.7% | +5.0% | -3.4% | +4.5% |
| 6M | +123.5% | -3.2% | +126.7% | +125.7% |
| YTD | +40.2% | +18.6% | +21.6% | +45.6% |
| 1Y | +81.0% | +4.8% | +76.2% | +84.9% |
| All | +81.0% | +7.1% | +73.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling