+294.0%
COR vs FROG
+41.7%
+252.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -1.7% |
| 7D | +0.8% | +7.0% | -6.2% | +0.9% |
| 30D | +5.1% | +2.9% | +2.3% | +5.2% |
| 3M | +2.8% | +21.6% | -18.8% | +2.8% |
| 6M | +32.5% | +87.7% | -55.1% | +31.9% |
| YTD | -0.7% | +61.7% | -62.3% | -1.0% |
| 1Y | -6.7% | +113.7% | -120.4% | -7.4% |
| 3Y | +73.7% | +267.7% | -194.0% | +70.7% |
| 5Y | +177.9% | +158.8% | +19.1% | +171.5% |
| All | +294.0% | +41.7% | +252.3% | +286.5% |
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