+91.5%
CSCO vs FROG
+207.6%
-116.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -9.0% | -6.4% |
| 7D | +1.9% | +12.5% | -10.6% | +1.0% |
| 30D | -15.8% | +23.5% | -39.4% | -17.5% |
| 3M | -15.4% | +19.4% | -34.8% | -17.0% |
| 6M | -5.4% | +77.0% | -82.4% | -10.5% |
| YTD | +26.5% | +81.9% | -55.4% | +18.3% |
| 1Y | +25.9% | +90.7% | -64.8% | +17.2% |
| 3Y | +97.5% | +328.5% | -231.0% | +64.7% |
| All | +91.5% | +207.6% | -116.1% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling