-53.3%
CSGP vs FROG
+83.7%
-137.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +4.1% |
| 7D | +18.3% | -14.1% | +32.4% | +18.8% |
| 30D | +17.8% | -11.8% | +29.6% | +18.1% |
| 3M | +9.3% | +0.1% | +9.1% | +8.4% |
| 6M | -7.9% | +64.2% | -72.1% | -11.0% |
| YTD | -51.5% | +38.2% | -89.8% | -52.9% |
| 1Y | -53.3% | +85.4% | -138.7% | -54.6% |
| All | -53.3% | +83.7% | -137.0% | -54.6% |
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