+219.5%
COF vs FROG
+22.9%
+196.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | +1.8% | -11.3% | +13.1% | +3.3% |
| 30D | -0.6% | +3.6% | -4.2% | -1.3% |
| 3M | +20.3% | +1.7% | +18.6% | +19.3% |
| 6M | +13.0% | +123.5% | -110.5% | +0.1% |
| YTD | -8.3% | +40.2% | -48.6% | -14.4% |
| 1Y | -1.5% | +81.0% | -82.5% | -11.9% |
| 3Y | +122.3% | +194.8% | -72.5% | +79.2% |
| 5Y | +52.5% | +131.8% | -79.3% | +16.0% |
| All | +219.5% | +22.9% | +196.6% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling