+376.8%
COP vs FROG
+21.7%
+355.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -0.8% | -5.5% | +4.7% | -0.7% |
| 30D | +15.6% | -3.1% | +18.7% | +15.6% |
| 3M | +14.3% | +1.2% | +13.1% | +14.0% |
| 6M | +17.0% | +113.7% | -96.7% | +13.1% |
| YTD | +47.4% | +38.9% | +8.6% | +44.4% |
| 1Y | +52.4% | +72.0% | -19.6% | +47.6% |
| 3Y | +20.8% | +217.1% | -196.3% | +12.8% |
| 5Y | +191.7% | +130.6% | +61.1% | +168.1% |
| All | +376.8% | +21.7% | +355.1% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling