+34.8%
FROG vs CHD
+10.4%
+24.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | -4.8% | -4.2% | -0.6% | -5.2% |
| 30D | -0.9% | -7.6% | +6.6% | -1.6% |
| 3M | +7.5% | -1.6% | +9.1% | +7.4% |
| 6M | +107.0% | -6.3% | +113.3% | +107.0% |
| YTD | +39.8% | +14.6% | +25.2% | +40.5% |
| 1Y | +74.8% | +1.6% | +73.2% | +75.4% |
| 3Y | +219.3% | +3.1% | +216.1% | +216.4% |
| 5Y | +133.0% | +21.1% | +111.9% | +108.9% |
| All | +34.8% | +10.4% | +24.4% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling