+45.9%
CSCO vs FROG
+83.7%
-37.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.7% |
| 7D | -6.1% | -14.1% | +8.0% | -5.5% |
| 30D | -8.2% | -11.8% | +3.6% | -7.7% |
| 3M | -14.6% | +0.1% | -14.7% | -14.4% |
| 6M | +12.7% | +64.2% | -51.5% | +10.7% |
| YTD | +37.0% | +38.2% | -1.2% | +34.8% |
| 1Y | +45.9% | +85.4% | -39.5% | +44.2% |
| All | +45.9% | +83.7% | -37.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling