-9.3%
CDW vs FROG
+160.8%
-170.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -5.9% |
| 7D | +2.1% | +7.0% | -4.9% | +0.3% |
| 30D | +14.7% | +2.9% | +11.9% | +13.2% |
| 3M | +11.1% | +21.6% | -10.5% | +6.5% |
| 6M | +45.6% | +87.7% | -42.1% | +29.7% |
| YTD | +17.1% | +61.7% | -44.6% | +5.2% |
| 1Y | +13.2% | +113.7% | -100.5% | -4.0% |
| 3Y | -22.2% | +267.7% | -289.9% | -42.9% |
| All | -9.3% | +160.8% | -170.1% | -31.8% |
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