-16.2%
CDNS vs FROG
+83.7%
-99.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.3% |
| 7D | -14.0% | -11.3% | -2.7% | -11.9% |
| 30D | -13.2% | +3.6% | -16.8% | -13.7% |
| 3M | -28.9% | +1.7% | -30.6% | -29.5% |
| 6M | -4.2% | +123.5% | -127.7% | -17.5% |
| YTD | -6.4% | +40.2% | -46.6% | -14.5% |
| 1Y | -16.2% | +81.0% | -97.2% | -25.6% |
| All | -16.2% | +83.7% | -99.9% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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