+32.6%
CSCO vs FROG
+66.7%
-34.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +35.3% | -37.3% | -3.4% |
| 7D | -10.2% | +7.0% | -17.2% | -10.3% |
| 30D | -20.1% | +2.9% | -22.9% | -20.1% |
| 3M | -22.1% | +21.6% | -43.7% | -22.5% |
| 6M | +3.2% | +87.7% | -84.5% | +0.3% |
| YTD | +24.1% | +61.7% | -37.6% | +21.6% |
| All | +32.6% | +66.7% | -34.1% | +30.3% |
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