+201.3%
COF vs FROG
+24.4%
+176.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -6.1% | -2.2% | -3.9% | -5.8% |
| 30D | -5.2% | +3.0% | -8.1% | -5.7% |
| 3M | +17.0% | +10.3% | +6.7% | +14.9% |
| 6M | +12.9% | +116.7% | -103.8% | +0.5% |
| YTD | -13.5% | +41.9% | -55.5% | -19.4% |
| 1Y | -5.9% | +78.5% | -84.4% | -15.6% |
| 3Y | +117.1% | +224.1% | -107.0% | +72.9% |
| 5Y | +45.4% | +142.4% | -97.0% | +10.6% |
| All | +201.3% | +24.4% | +176.9% | +127.2% |
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