+69.0%
FROG vs CHD
+29.9%
+39.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.8% |
| 7D | +26.8% | 0.0% | +26.8% | +26.9% |
| 30D | +10.6% | +12.2% | -1.6% | +12.3% |
| 3M | +27.2% | +9.3% | +17.9% | +29.0% |
| 6M | +58.7% | +24.3% | +34.4% | +62.9% |
| YTD | +75.3% | +34.9% | +40.5% | +79.8% |
| 1Y | +71.1% | +32.7% | +38.4% | +75.4% |
| 3Y | +319.6% | +29.4% | +290.1% | +321.7% |
| 5Y | +195.7% | +31.7% | +164.0% | +179.8% |
| All | +69.0% | +29.9% | +39.1% | +63.9% |
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 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