+120.8%
COF vs FROG
+219.3%
-98.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -2.7% | -4.8% | +2.2% | -2.1% |
| 30D | -3.4% | -0.9% | -2.4% | -3.5% |
| 3M | +15.4% | +7.5% | +8.0% | +13.8% |
| 6M | +14.4% | +107.0% | -92.6% | +2.4% |
| YTD | -12.0% | +39.8% | -51.8% | -17.6% |
| 1Y | -3.7% | +74.8% | -78.6% | -13.7% |
| All | +120.8% | +219.3% | -98.5% | +65.2% |
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 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