+21.5%
CDW vs FROG
+83.7%
-62.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.4% | +15.1% | +12.9% |
| 7D | +3.7% | -14.1% | +17.8% | +5.1% |
| 30D | +26.0% | -11.8% | +37.8% | +27.2% |
| 3M | +10.1% | +0.1% | +10.0% | +10.0% |
| 6M | +26.1% | +64.2% | -38.1% | +23.4% |
| YTD | +25.9% | +38.2% | -12.4% | +22.5% |
| 1Y | +21.5% | +85.4% | -63.8% | +17.3% |
| All | +21.5% | +83.7% | -62.2% | +17.3% |
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