-7.3%
CTSH vs FROG
+198.7%
-206.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.3% |
| 7D | -2.7% | -11.3% | +8.6% | -1.6% |
| 30D | +12.4% | +3.6% | +8.7% | +11.8% |
| 3M | +17.4% | +1.7% | +15.7% | +16.6% |
| 6M | -3.1% | +123.5% | -126.6% | -12.1% |
| YTD | -23.6% | +40.2% | -63.8% | -27.7% |
| 1Y | -10.8% | +81.0% | -91.8% | -18.6% |
| All | -7.3% | +198.7% | -206.0% | -19.4% |
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