+269.8%
CORZ vs FROG
+211.5%
+58.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.1% | +1.0% | +6.2% |
| 7D | +1.7% | +27.1% | -25.4% | -5.4% |
| 30D | -17.5% | +5.8% | -23.3% | -19.3% |
| 3M | -39.5% | +20.8% | -60.3% | -43.4% |
| 6M | -44.5% | +53.3% | -97.8% | -51.9% |
| YTD | -12.6% | +73.2% | -85.8% | -29.2% |
| 1Y | -37.0% | +80.3% | -117.3% | -49.6% |
| All | +269.8% | +211.5% | +58.3% | +137.5% |
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 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