+79.3%
FROG vs CRL
+97.0%
-17.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +48.2% | +8.9% | +39.3% | +44.1% |
| 30D | +11.4% | +14.0% | -2.6% | +8.1% |
| 3M | +28.5% | +19.8% | +8.7% | +23.1% |
| 6M | +63.7% | +102.0% | -38.3% | +33.5% |
| YTD | +77.1% | +70.8% | +6.2% | +54.3% |
| 1Y | +79.3% | +98.7% | -19.4% | +50.6% |
| All | +79.3% | +97.0% | -17.6% | +50.6% |
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