+1.0%
CTSH vs FROG
+41.7%
-40.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +35.3% | -38.1% | -6.5% |
| 7D | -0.6% | +7.0% | -7.6% | -2.0% |
| 30D | +13.4% | +2.9% | +10.5% | +12.0% |
| 3M | +14.4% | +21.6% | -7.2% | +10.4% |
| 6M | +27.7% | +87.7% | -59.9% | +15.4% |
| YTD | -20.6% | +61.7% | -82.3% | -27.8% |
| 1Y | -9.1% | +113.7% | -122.8% | -21.0% |
| 3Y | +3.1% | +267.7% | -264.7% | -20.0% |
| 5Y | -11.8% | +158.8% | -170.6% | -32.6% |
| All | +1.0% | +41.7% | -40.7% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling