-2.8%
CTSH vs FROG
+22.9%
-25.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.2% |
| 7D | -2.7% | -11.3% | +8.6% | -1.3% |
| 30D | +12.4% | +3.6% | +8.7% | +11.6% |
| 3M | +17.4% | +1.7% | +15.7% | +16.3% |
| 6M | -3.1% | +123.5% | -126.6% | -14.0% |
| YTD | -23.6% | +40.2% | -63.8% | -28.6% |
| 1Y | -10.8% | +81.0% | -91.8% | -20.2% |
| 3Y | -8.3% | +194.8% | -203.0% | -26.1% |
| 5Y | -11.3% | +131.8% | -143.1% | -30.7% |
| All | -2.8% | +22.9% | -25.7% | -22.6% |
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