+34.3%
COF vs FROG
+195.3%
-161.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.0% | +48.2% | -53.2% | -10.9% |
| 30D | -2.3% | +11.4% | -13.7% | -4.8% |
| 3M | -12.7% | +28.5% | -41.2% | -17.3% |
| 6M | +6.2% | +63.7% | -57.5% | -4.2% |
| YTD | -19.2% | +77.1% | -96.3% | -29.8% |
| 1Y | -11.5% | +79.3% | -90.8% | -23.4% |
| 3Y | +92.8% | +323.8% | -231.0% | +29.7% |
| 5Y | +34.3% | +198.9% | -164.6% | -10.7% |
| All | +34.3% | +195.3% | -161.0% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling