+281.7%
CORZ vs FROG
+198.2%
+83.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +4.4% |
| 7D | -7.8% | +17.0% | -24.8% | -12.5% |
| 30D | -14.8% | +1.3% | -16.1% | -15.8% |
| 3M | -32.5% | +17.5% | -49.9% | -36.4% |
| 6M | -42.7% | +46.8% | -89.5% | -49.8% |
| YTD | -9.8% | +65.8% | -75.6% | -26.1% |
| 1Y | -31.9% | +61.0% | -92.9% | -43.7% |
| All | +281.7% | +198.2% | +83.5% | +147.9% |
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