+60.8%
CDW vs FROG
+45.3%
+15.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +3.4% |
| 7D | +13.1% | +17.0% | -3.9% | +10.1% |
| 30D | +19.1% | +1.3% | +17.8% | +17.9% |
| 3M | +24.7% | +17.5% | +7.3% | +20.9% |
| 6M | +63.4% | +46.8% | +16.6% | +53.2% |
| YTD | +26.3% | +65.8% | -39.5% | +14.8% |
| 1Y | +20.6% | +61.0% | -40.4% | +9.9% |
| 3Y | -16.3% | +296.7% | -313.1% | -35.1% |
| 5Y | -3.9% | +177.8% | -181.8% | -26.7% |
| All | +60.8% | +45.3% | +15.5% | +26.3% |
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 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