+21.6%
FROG vs CRL
+27.4%
-5.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +7.8% | +27.5% | +27.9% |
| 7D | +7.0% | -6.1% | +13.1% | +8.1% |
| 30D | +2.9% | +12.4% | -9.5% | -0.1% |
| 3M | +21.6% | +27.1% | -5.5% | +17.8% |
| All | +21.6% | +27.4% | -5.8% | +17.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling