+19.4%
CDNS vs FROG
+202.6%
-183.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -9.2% | -5.5% | -3.7% | -8.2% |
| 30D | -16.3% | -3.1% | -13.1% | -15.8% |
| 3M | -27.9% | +1.2% | -29.2% | -28.6% |
| 6M | -4.3% | +113.7% | -118.0% | -18.0% |
| YTD | -9.1% | +38.9% | -48.0% | -16.8% |
| 1Y | -21.2% | +72.0% | -93.2% | -31.1% |
| 3Y | +19.4% | +217.1% | -197.7% | -2.0% |
| All | +19.4% | +202.6% | -183.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling