+674.8%
CIEN vs FROG
+22.9%
+651.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.7% |
| 7D | -15.2% | -11.3% | -3.9% | -13.3% |
| 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% | -20.5% |
| YTD | +37.3% | +40.2% | -3.0% | +25.7% |
| 1Y | +174.5% | +81.0% | +93.6% | +136.9% |
| 3Y | +562.3% | +194.8% | +367.5% | +402.1% |
| 5Y | +463.9% | +131.8% | +332.1% | +313.4% |
| All | +674.8% | +22.9% | +651.9% | +487.5% |
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