+220.6%
CSCO vs FROG
+22.9%
+197.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.8% |
| 7D | -0.7% | -11.3% | +10.6% | +0.1% |
| 30D | -10.1% | +3.6% | -13.8% | -10.5% |
| 3M | -15.7% | +1.7% | -17.4% | -16.1% |
| 6M | +36.3% | +123.5% | -87.3% | +27.8% |
| YTD | +43.8% | +40.2% | +3.6% | +38.6% |
| 1Y | +63.9% | +81.0% | -17.1% | +54.3% |
| 3Y | +104.4% | +194.8% | -90.4% | +81.4% |
| 5Y | +111.4% | +131.8% | -20.5% | +85.6% |
| All | +220.6% | +22.9% | +197.7% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling