+44.7%
CDW vs FROG
+22.9%
+21.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | +3.2% | -11.3% | +14.5% | +4.7% |
| 30D | +9.3% | +3.6% | +5.6% | +8.6% |
| 3M | +9.8% | +1.7% | +8.1% | +8.9% |
| 6M | +23.3% | +123.5% | -100.2% | +9.9% |
| YTD | +13.7% | +40.2% | -26.6% | +6.6% |
| 1Y | -6.5% | +81.0% | -87.5% | -16.0% |
| 3Y | -25.2% | +194.8% | -220.0% | -39.4% |
| 5Y | -19.5% | +131.8% | -151.3% | -36.6% |
| All | +44.7% | +22.9% | +21.8% | +17.3% |
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 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