+81.0%
FROG vs CRL
+78.8%
+2.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.0% |
| 7D | -11.3% | -1.0% | -10.3% | -11.1% |
| 30D | +3.6% | +10.7% | -7.0% | +1.4% |
| 3M | +1.7% | +55.3% | -53.6% | -9.1% |
| 6M | +123.5% | +60.7% | +62.9% | +95.5% |
| YTD | +40.2% | +44.6% | -4.4% | +26.9% |
| 1Y | +81.0% | +77.7% | +3.2% | +61.4% |
| All | +81.0% | +78.8% | +2.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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