+394.6%
COP vs FROG
+55.2%
+339.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +3.4% | +48.2% | -44.8% | +2.1% |
| 30D | -0.6% | +11.4% | -12.0% | -1.1% |
| 3M | +10.8% | +28.5% | -17.8% | +9.6% |
| 6M | +19.6% | +63.7% | -44.1% | +17.1% |
| YTD | +52.9% | +77.1% | -24.2% | +48.4% |
| 1Y | +62.2% | +79.3% | -17.1% | +57.2% |
| 3Y | +32.4% | +323.8% | -291.4% | +22.4% |
| 5Y | +129.7% | +198.9% | -69.2% | +109.3% |
| All | +394.6% | +55.2% | +339.4% | +352.7% |
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 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