-61.8%
CSGP vs FROG
+4.7%
-66.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.6% | +11.9% | +0.4% |
| 7D | +13.9% | -24.5% | +38.4% | +18.4% |
| 30D | +16.0% | -24.3% | +40.2% | +20.0% |
| 3M | +6.1% | -11.7% | +17.8% | +6.5% |
| 6M | -8.2% | +37.1% | -45.3% | -15.7% |
| YTD | -52.3% | +19.5% | -71.8% | -55.9% |
| 1Y | -54.5% | +61.8% | -116.3% | -60.7% |
| 3Y | -58.6% | +178.1% | -236.7% | -70.0% |
| 5Y | -61.5% | +91.2% | -152.7% | -72.3% |
| All | -61.8% | +4.7% | -66.5% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling