-54.8%
CSGP vs FROG
+85.3%
-140.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.1% | +2.8% |
| 7D | +1.3% | +12.5% | -11.2% | +1.3% |
| 30D | +2.8% | +23.5% | -20.7% | +3.1% |
| 3M | -6.3% | +19.4% | -25.7% | -6.2% |
| 6M | -3.2% | +77.0% | -80.2% | -5.5% |
| YTD | -54.0% | +81.9% | -135.8% | -53.9% |
| 1Y | -54.8% | +90.7% | -145.5% | -54.9% |
| All | -54.8% | +85.3% | -140.1% | -54.9% |
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