+686.2%
COHR vs FROG
+22.5%
+663.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +13.0% | -4.8% | +17.8% | +14.2% |
| 30D | -6.7% | -0.9% | -5.7% | -7.0% |
| 3M | -14.7% | +7.5% | -22.2% | -16.9% |
| 6M | +20.3% | +107.0% | -86.7% | -1.8% |
| YTD | +64.4% | +39.8% | +24.6% | +45.0% |
| 1Y | +205.9% | +74.8% | +131.1% | +151.3% |
| 3Y | +814.1% | +219.3% | +594.8% | +502.4% |
| 5Y | +387.4% | +133.0% | +254.4% | +224.2% |
| All | +686.2% | +22.5% | +663.7% | +431.4% |
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