-21.3%
CDNS vs FROG
+73.1%
-94.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -7.2% | -4.8% | -2.4% | -6.3% |
| 30D | -14.3% | -0.9% | -13.3% | -14.1% |
| 3M | -27.2% | +7.5% | -34.7% | -28.6% |
| 6M | -4.5% | +107.0% | -111.5% | -16.8% |
| YTD | -9.0% | +39.8% | -48.8% | -16.8% |
| 1Y | -21.3% | +74.8% | -96.1% | -29.2% |
| All | -21.3% | +73.1% | -94.4% | -29.2% |
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