+102.2%
CSX vs FROG
+22.9%
+79.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 7D | -3.4% | -11.3% | +7.9% | -2.7% |
| 30D | -3.1% | +3.6% | -6.7% | -3.4% |
| 3M | +7.2% | +1.7% | +5.5% | +6.7% |
| 6M | +16.2% | +123.5% | -107.4% | +9.3% |
| YTD | +37.5% | +40.2% | -2.7% | +33.0% |
| 1Y | +53.2% | +81.0% | -27.8% | +44.6% |
| 3Y | +68.2% | +194.8% | -126.5% | +49.4% |
| 5Y | +65.2% | +131.8% | -66.6% | +43.1% |
| All | +102.2% | +22.9% | +79.3% | +77.1% |
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 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