+47.3%
CSX vs FROG
+70.9%
-23.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.1% |
| 7D | +0.7% | +17.0% | -16.3% | +1.6% |
| 30D | +8.1% | +1.3% | +6.8% | +8.9% |
| 3M | +2.2% | +17.5% | -15.3% | +3.3% |
| 6M | +14.6% | +46.8% | -32.2% | +16.4% |
| YTD | +42.2% | +65.8% | -23.6% | +45.4% |
| 1Y | +47.3% | +61.0% | -13.7% | +51.0% |
| All | +47.3% | +70.9% | -23.6% | +51.0% |
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