+51.6%
COHR vs FROG
+83.7%
-32.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -5.6% |
| 7D | -18.6% | -14.1% | -4.5% | -16.9% |
| 30D | -41.5% | -11.8% | -29.8% | -40.5% |
| 3M | -39.7% | +0.1% | -39.9% | -39.5% |
| 6M | -40.9% | +64.2% | -105.1% | -42.5% |
| YTD | +5.7% | +38.2% | -32.5% | +4.6% |
| 1Y | +51.6% | +85.4% | -33.8% | +47.2% |
| All | +51.6% | +83.7% | -32.1% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling