+56.3%
CDW vs FROG
+51.8%
+4.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +4.0% |
| 7D | +9.3% | +27.1% | -17.8% | +5.3% |
| 30D | +15.8% | +5.8% | +10.0% | +14.0% |
| 3M | +21.8% | +20.8% | +0.9% | +17.6% |
| 6M | +58.8% | +53.3% | +5.4% | +48.2% |
| YTD | +22.8% | +73.2% | -50.4% | +11.0% |
| 1Y | +17.9% | +80.3% | -62.4% | +5.8% |
| 3Y | -17.4% | +318.3% | -335.8% | -36.4% |
| 5Y | -5.7% | +179.9% | -185.6% | -28.4% |
| All | +56.3% | +51.8% | +4.5% | +22.1% |
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