-63.2%
CSGP vs FROG
+160.8%
-224.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +35.3% | -40.0% | -9.6% |
| 7D | +1.3% | +7.0% | -5.7% | -0.6% |
| 30D | +10.7% | +2.9% | +7.8% | +8.7% |
| 3M | +3.3% | +21.6% | -18.3% | -2.0% |
| 6M | -10.3% | +87.7% | -98.0% | -22.6% |
| YTD | -54.6% | +61.7% | -116.2% | -60.3% |
| 1Y | -54.6% | +113.7% | -168.3% | -63.1% |
| 3Y | -60.3% | +267.7% | -328.1% | -74.1% |
| All | -63.2% | +160.8% | -224.0% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling