+33.9%
FROG vs CRL
+24.0%
+9.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -3.1% | +5.0% | -8.1% | -4.7% |
| 3M | +1.2% | +50.6% | -49.4% | -12.5% |
| 6M | +113.7% | +60.9% | +52.7% | +79.1% |
| YTD | +38.9% | +40.7% | -1.9% | +21.3% |
| 1Y | +72.0% | +73.3% | -1.3% | +38.9% |
| 3Y | +217.1% | +40.6% | +176.5% | +159.5% |
| 5Y | +130.6% | -37.0% | +167.6% | +147.0% |
| All | +33.9% | +24.0% | +9.9% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling