-14.6%
CDW vs FROG
+319.6%
-334.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.5% |
| 7D | +2.6% | +26.8% | -24.3% | -0.8% |
| 30D | +20.4% | +10.6% | +9.8% | +18.2% |
| 3M | +28.5% | +27.2% | +1.3% | +23.7% |
| 6M | +70.6% | +58.7% | +11.9% | +59.4% |
| YTD | +29.1% | +75.3% | -46.2% | +17.8% |
| 1Y | +23.8% | +71.1% | -47.3% | +13.1% |
| All | -14.6% | +319.6% | -334.2% | -36.5% |
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