+39.4%
CSCO vs FROG
+63.0%
-23.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -4.7% | +17.0% | -21.7% | -5.2% |
| 30D | -17.1% | +1.3% | -18.4% | -17.1% |
| 3M | -19.6% | +17.5% | -37.1% | -19.9% |
| 6M | +2.4% | +46.8% | -44.4% | +0.8% |
| YTD | +29.8% | +65.8% | -36.0% | +27.1% |
| All | +39.4% | +63.0% | -23.6% | +36.9% |
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 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