+68.6%
CSX vs FROG
+274.0%
-205.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +35.3% | -38.7% | -4.3% |
| 7D | -5.5% | +7.0% | -12.5% | -5.6% |
| 30D | +4.9% | +2.9% | +2.1% | +4.9% |
| 3M | -2.9% | +21.6% | -24.5% | -3.7% |
| 6M | +8.3% | +87.7% | -79.3% | +4.6% |
| YTD | +36.7% | +61.7% | -24.9% | +32.7% |
| 1Y | +41.5% | +113.7% | -72.2% | +33.4% |
| 3Y | +68.6% | +267.7% | -199.1% | +47.1% |
| All | +68.6% | +274.0% | -205.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling