+374.1%
COP vs FROG
+22.9%
+351.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | +3.0% | -11.3% | +14.3% | +3.3% |
| 30D | +17.5% | +3.6% | +13.8% | +17.2% |
| 3M | +13.4% | +1.7% | +11.7% | +13.0% |
| 6M | +17.7% | +123.5% | -105.8% | +13.6% |
| YTD | +46.6% | +40.2% | +6.3% | +43.6% |
| 1Y | +44.6% | +81.0% | -36.4% | +39.7% |
| 3Y | +20.7% | +194.8% | -174.1% | +12.9% |
| 5Y | +185.0% | +131.8% | +53.2% | +161.9% |
| All | +374.1% | +22.9% | +351.2% | +338.0% |
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