+477.0%
CIEN vs FROG
+129.7%
+347.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | -15.2% | -11.3% | -3.9% | -13.1% |
| 30D | -21.5% | +3.6% | -25.1% | -22.1% |
| 3M | -40.1% | +1.7% | -41.7% | -40.5% |
| 6M | -6.6% | +123.5% | -130.1% | -22.2% |
| YTD | +37.3% | +40.2% | -3.0% | +24.4% |
| 1Y | +174.5% | +81.0% | +93.6% | +132.1% |
| 3Y | +562.3% | +194.8% | +367.5% | +376.8% |
| All | +477.0% | +129.7% | +347.3% | +301.0% |
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