-12.1%
CTSH vs FROG
+160.8%
-172.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +35.3% | -38.1% | -6.8% |
| 7D | -0.6% | +7.0% | -7.6% | -2.1% |
| 30D | +13.4% | +2.9% | +10.5% | +11.9% |
| 3M | +14.4% | +21.6% | -7.2% | +10.0% |
| 6M | +27.7% | +87.7% | -59.9% | +14.0% |
| YTD | -20.6% | +61.7% | -82.3% | -28.6% |
| 1Y | -9.1% | +113.7% | -122.8% | -22.5% |
| 3Y | +3.1% | +267.7% | -264.7% | -24.1% |
| All | -12.1% | +160.8% | -172.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling