+93.2%
COF vs FROG
+323.8%
-230.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.0% | +48.2% | -53.2% | -8.8% |
| 30D | -2.3% | +11.4% | -13.7% | -3.7% |
| 3M | -12.7% | +28.5% | -41.2% | -15.6% |
| 6M | +6.2% | +63.7% | -57.5% | -0.8% |
| YTD | -19.2% | +77.1% | -96.3% | -26.5% |
| 1Y | -11.5% | +79.3% | -90.8% | -19.8% |
| All | +93.2% | +323.8% | -230.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling