-5.1%
COF vs FROG
+83.7%
-88.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | +0.7% | -14.1% | +14.8% | +1.2% |
| 30D | +5.7% | -11.8% | +17.5% | +6.1% |
| 3M | -6.7% | +0.1% | -6.8% | -7.0% |
| 6M | +9.5% | +64.2% | -54.7% | +6.8% |
| YTD | -13.9% | +38.2% | -52.1% | -17.1% |
| 1Y | -5.1% | +85.4% | -90.5% | -10.4% |
| All | -5.1% | +83.7% | -88.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling