+186.1%
COR vs FROG
+129.7%
+56.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.8% |
| 7D | +2.8% | -11.3% | +14.1% | +2.8% |
| 30D | +4.5% | +3.6% | +0.9% | +4.4% |
| 3M | +22.7% | +1.7% | +21.0% | +22.5% |
| 6M | -9.7% | +123.5% | -133.3% | -10.9% |
| YTD | -1.4% | +40.2% | -41.7% | -2.1% |
| 1Y | +13.9% | +81.0% | -67.1% | +12.4% |
| 3Y | +94.0% | +194.8% | -100.8% | +87.6% |
| All | +186.1% | +129.7% | +56.5% | +187.7% |
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 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