+189.3%
CSCO vs FROG
+45.3%
+144.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | -4.7% | +17.0% | -21.7% | -5.9% |
| 30D | -17.1% | +1.3% | -18.4% | -17.5% |
| 3M | -19.6% | +17.5% | -37.1% | -20.9% |
| 6M | +2.4% | +46.8% | -44.4% | -1.2% |
| YTD | +29.8% | +65.8% | -36.0% | +23.1% |
| 1Y | +38.7% | +61.0% | -22.3% | +31.8% |
| 3Y | +101.3% | +296.7% | -195.4% | +74.6% |
| 5Y | +94.8% | +177.8% | -83.0% | +68.5% |
| All | +189.3% | +45.3% | +144.0% | +155.7% |
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