+267.7%
FROG vs CRL
+86.4%
+181.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +7.8% | +27.5% | +33.1% |
| 7D | +7.0% | -6.1% | +13.1% | +9.0% |
| 30D | +2.9% | +12.4% | -9.5% | +0.7% |
| 3M | +21.6% | +27.1% | -5.5% | +15.6% |
| 6M | +87.7% | +85.7% | +1.9% | +62.2% |
| YTD | +61.7% | +69.2% | -7.5% | +42.0% |
| 1Y | +113.7% | +97.5% | +16.2% | +81.4% |
| 3Y | +267.7% | +86.1% | +181.6% | +215.0% |
| All | +267.7% | +86.4% | +181.3% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling