+183.8%
COF vs FROG
+59.4%
+124.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -3.4% | +12.5% | -15.9% | -4.6% |
| 30D | +0.4% | +23.5% | -23.2% | -2.8% |
| 3M | -12.5% | +19.4% | -31.9% | -15.3% |
| 6M | +8.3% | +77.0% | -68.7% | -0.8% |
| YTD | -18.6% | +81.9% | -100.4% | -27.0% |
| 1Y | -8.6% | +90.7% | -99.3% | -18.7% |
| 3Y | +94.7% | +328.5% | -233.8% | +49.0% |
| 5Y | +35.3% | +207.0% | -171.7% | -0.9% |
| All | +183.8% | +59.4% | +124.4% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling