-32.8%
CMCSA vs FROG
+22.5%
-55.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.6% |
| 7D | -8.3% | -4.8% | -3.5% | -8.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.5% |
| 3M | +4.5% | +7.5% | -3.0% | +4.0% |
| 6M | -18.8% | +107.0% | -125.8% | -21.8% |
| YTD | -8.9% | +39.8% | -48.7% | -10.7% |
| 1Y | -18.3% | +74.8% | -93.1% | -21.4% |
| 3Y | -35.0% | +219.3% | -254.2% | -41.9% |
| 5Y | -48.2% | +133.0% | -181.1% | -54.4% |
| All | -32.8% | +22.5% | -55.3% | -40.7% |
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