-41.3%
CORZ vs FROG
+83.7%
-125.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.4% | -8.0% | -9.9% |
| 7D | -14.9% | -14.1% | -0.9% | -12.4% |
| 30D | -23.1% | -11.8% | -11.4% | -21.2% |
| 3M | -44.1% | +0.1% | -44.2% | -44.0% |
| 6M | -39.5% | +64.2% | -103.7% | -44.4% |
| YTD | -12.4% | +38.2% | -50.6% | -21.7% |
| 1Y | -41.3% | +85.4% | -126.7% | -47.5% |
| All | -41.3% | +83.7% | -125.0% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling