+177.8%
FROG vs CHD
+31.9%
+145.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.2% |
| 7D | +17.0% | +2.4% | +14.6% | +17.8% |
| 30D | +1.3% | +13.9% | -12.6% | +4.3% |
| 3M | +17.5% | +8.5% | +9.0% | +20.1% |
| 6M | +46.8% | +20.4% | +26.4% | +53.0% |
| YTD | +65.8% | +34.5% | +31.2% | +75.0% |
| 1Y | +61.0% | +33.8% | +27.2% | +69.8% |
| 3Y | +296.7% | +29.1% | +267.6% | +311.7% |
| 5Y | +177.8% | +31.2% | +146.6% | +183.6% |
| All | +177.8% | +31.9% | +145.9% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling