-54.5%
CSGP vs FROG
+58.5%
-113.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.6% | +11.9% | -1.3% |
| 7D | +13.9% | -24.5% | +38.4% | +14.7% |
| 30D | +16.0% | -24.3% | +40.2% | +16.7% |
| 3M | +6.1% | -11.7% | +17.8% | +5.5% |
| 6M | -8.2% | +37.1% | -45.3% | -10.7% |
| YTD | -52.3% | +19.5% | -71.8% | -53.5% |
| 1Y | -54.5% | +61.8% | -116.3% | -55.7% |
| All | -54.5% | +58.5% | -113.0% | -55.7% |
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