+241.9%
CORZ vs FROG
+190.8%
+51.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +35.3% | -32.0% | -6.0% |
| 7D | -11.2% | +7.0% | -18.2% | -13.6% |
| 30D | -26.2% | +2.9% | -29.1% | -27.3% |
| 3M | -44.1% | +21.6% | -65.7% | -47.9% |
| 6M | -52.3% | +87.7% | -139.9% | -61.3% |
| YTD | -19.2% | +61.7% | -80.9% | -33.4% |
| 1Y | -42.9% | +113.7% | -156.6% | -57.5% |
| All | +241.9% | +190.8% | +51.1% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling