+49.1%
CDW vs FROG
+41.7%
+7.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -5.2% |
| 7D | +2.1% | +7.0% | -4.9% | +0.5% |
| 30D | +14.7% | +2.9% | +11.9% | +13.4% |
| 3M | +11.1% | +21.6% | -10.5% | +7.1% |
| 6M | +45.6% | +87.7% | -42.1% | +31.9% |
| YTD | +17.1% | +61.7% | -44.6% | +6.8% |
| 1Y | +13.2% | +113.7% | -100.5% | -1.4% |
| 3Y | -22.2% | +267.7% | -289.9% | -39.1% |
| 5Y | -10.1% | +158.8% | -168.9% | -31.1% |
| All | +49.1% | +41.7% | +7.4% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling