+223.4%
CDNS vs FROG
+45.3%
+178.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.5% |
| 7D | +2.4% | +17.0% | -14.6% | -2.1% |
| 30D | -6.0% | +1.3% | -7.3% | -7.7% |
| 3M | -0.1% | +17.5% | -17.6% | -5.4% |
| 6M | -8.6% | +46.8% | -55.3% | -18.3% |
| YTD | +6.1% | +65.8% | -59.7% | -10.0% |
| 1Y | +0.8% | +61.0% | -60.2% | -14.1% |
| 3Y | +26.8% | +296.7% | -270.0% | -18.3% |
| 5Y | +86.9% | +177.8% | -91.0% | +20.5% |
| All | +223.4% | +45.3% | +178.1% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling