+84.5%
CDNS vs FROG
+182.9%
-98.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.6% |
| 7D | +2.1% | +27.1% | -25.0% | -4.6% |
| 30D | -4.6% | +5.8% | -10.4% | -7.3% |
| 3M | -0.8% | +20.8% | -21.6% | -7.1% |
| 6M | -7.2% | +53.3% | -60.6% | -18.7% |
| YTD | +7.7% | +73.2% | -65.5% | -10.8% |
| 1Y | +3.5% | +80.3% | -76.8% | -15.4% |
| 3Y | +31.2% | +318.3% | -287.1% | -22.1% |
| 5Y | +84.5% | +179.9% | -95.4% | +15.2% |
| All | +84.5% | +182.9% | -98.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling