+113.0%
COP vs FROG
+160.8%
-47.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +35.3% | -34.7% | -0.8% |
| 7D | -11.5% | +7.0% | -18.5% | -11.9% |
| 30D | +5.0% | +2.9% | +2.1% | +4.5% |
| 3M | +17.5% | +21.6% | -4.1% | +16.0% |
| 6M | +16.2% | +87.7% | -71.4% | +11.7% |
| YTD | +48.8% | +61.7% | -12.9% | +43.3% |
| 1Y | +64.1% | +113.7% | -49.6% | +54.8% |
| 3Y | +25.7% | +267.7% | -242.1% | +12.2% |
| All | +113.0% | +160.8% | -47.8% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling