-42.1%
CMCSA vs FROG
+182.9%
-225.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | +0.3% |
| 7D | +2.7% | +27.1% | -24.4% | +2.0% |
| 30D | +18.6% | +5.8% | +12.8% | +18.5% |
| 3M | -1.8% | +20.8% | -22.7% | -2.6% |
| 6M | -0.7% | +53.3% | -54.0% | -2.6% |
| YTD | -7.8% | +73.2% | -81.0% | -10.3% |
| 1Y | +0.7% | +80.3% | -79.6% | -2.4% |
| 3Y | -28.0% | +318.3% | -346.3% | -38.0% |
| 5Y | -42.1% | +179.9% | -222.0% | -54.9% |
| All | -42.1% | +182.9% | -225.0% | -54.9% |
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