+217.1%
FROG vs CHD
+4.0%
+213.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.6% |
| 7D | -5.5% | -2.9% | -2.6% | -6.3% |
| 30D | -3.1% | -6.2% | +3.1% | -4.8% |
| 3M | +1.2% | +1.6% | -0.3% | +2.0% |
| 6M | +113.7% | -3.5% | +117.2% | +113.8% |
| YTD | +38.9% | +16.2% | +22.6% | +44.2% |
| 1Y | +72.0% | +3.4% | +68.6% | +74.6% |
| 3Y | +217.1% | +4.6% | +212.5% | +207.0% |
| All | +217.1% | +4.0% | +213.1% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling