+609.6%
CIEN vs FROG
+55.2%
+554.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +27.4% | +48.2% | -20.8% | +16.8% |
| 30D | -26.6% | +11.4% | -38.0% | -28.4% |
| 3M | -32.0% | +28.5% | -60.5% | -35.5% |
| 6M | -49.1% | +63.7% | -112.8% | -54.0% |
| YTD | +25.7% | +77.1% | -51.4% | +9.5% |
| 1Y | +40.3% | +79.3% | -39.0% | +21.9% |
| 3Y | +566.2% | +323.8% | +242.4% | +371.6% |
| 5Y | +378.7% | +198.9% | +179.8% | +233.9% |
| All | +609.6% | +55.2% | +554.4% | +412.1% |
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