-63.2%
CSGP vs FROG
+22.9%
-86.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.9% |
| 7D | -4.1% | -11.3% | +7.2% | -2.2% |
| 30D | +2.3% | +3.6% | -1.3% | +1.3% |
| 3M | -8.2% | +1.7% | -9.8% | -9.3% |
| 6M | -35.1% | +123.5% | -158.6% | -44.9% |
| YTD | -54.0% | +40.2% | -94.3% | -58.0% |
| 1Y | -65.3% | +81.0% | -146.3% | -70.1% |
| 3Y | -62.6% | +194.8% | -257.3% | -72.7% |
| 5Y | -64.8% | +131.8% | -196.6% | -75.2% |
| All | -63.2% | +22.9% | -86.1% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling