+34.1%
COP vs FROG
+335.2%
-301.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.5% |
| 7D | +4.4% | +12.5% | -8.1% | +4.1% |
| 30D | 0.0% | +23.5% | -23.6% | -0.7% |
| 3M | +15.0% | +19.4% | -4.4% | +14.2% |
| 6M | +22.0% | +77.0% | -55.0% | +19.1% |
| YTD | +55.3% | +81.9% | -26.5% | +50.6% |
| 1Y | +64.1% | +90.7% | -26.5% | +58.5% |
| 3Y | +34.1% | +328.5% | -294.5% | +24.6% |
| All | +34.1% | +335.2% | -301.2% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling