+308.4%
COR vs FROG
+51.8%
+256.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.5% | +3.7% |
| 7D | +2.3% | +27.1% | -24.8% | +2.4% |
| 30D | +6.8% | +5.8% | +0.9% | +6.9% |
| 3M | +8.1% | +20.8% | -12.7% | +8.1% |
| 6M | +33.0% | +53.3% | -20.3% | +32.7% |
| YTD | +3.0% | +73.2% | -70.2% | +2.6% |
| 1Y | -3.4% | +80.3% | -83.7% | -3.8% |
| 3Y | +80.1% | +318.3% | -238.2% | +76.9% |
| 5Y | +194.7% | +179.9% | +14.8% | +187.9% |
| All | +308.4% | +51.8% | +256.6% | +300.7% |
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