+97.5%
CSCO vs FROG
+335.2%
-237.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -9.0% | -6.4% |
| 7D | +1.9% | +12.5% | -10.6% | +1.2% |
| 30D | -15.8% | +23.5% | -39.4% | -17.1% |
| 3M | -15.4% | +19.4% | -34.8% | -16.5% |
| 6M | -5.4% | +77.0% | -82.4% | -9.3% |
| YTD | +26.5% | +81.9% | -55.4% | +20.2% |
| 1Y | +25.9% | +90.7% | -64.8% | +19.2% |
| 3Y | +97.5% | +328.5% | -231.0% | +56.3% |
| All | +97.5% | +335.2% | -237.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling