+105.4%
FROG vs CYCU
-99.9%
+205.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.4% |
| 7D | -14.1% | +1.2% | -15.3% | -14.1% |
| 30D | -11.8% | -31.5% | +19.7% | -11.3% |
| 3M | +0.1% | -62.0% | +62.2% | +1.2% |
| 6M | +64.2% | -67.4% | +131.6% | +59.0% |
| YTD | +38.2% | -88.6% | +126.8% | +35.0% |
| 1Y | +85.4% | -88.5% | +173.9% | +80.4% |
| All | +105.4% | -99.9% | +205.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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