+283.5%
COR vs FROG
+21.7%
+261.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.9% | -5.5% | +3.6% | -1.9% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | +18.7% | +1.2% | +17.5% | +18.6% |
| 6M | -9.0% | +113.7% | -122.7% | -9.7% |
| YTD | -3.3% | +38.9% | -42.2% | -3.7% |
| 1Y | +9.8% | +72.0% | -62.1% | +9.0% |
| 3Y | +87.4% | +217.1% | -129.8% | +83.9% |
| 5Y | +180.5% | +130.6% | +49.9% | +173.6% |
| All | +283.5% | +21.7% | +261.8% | +276.1% |
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