+318.0%
CORZ vs FROG
+218.5%
+99.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +26.4% | +48.2% | -21.9% | +12.2% |
| 30D | -6.8% | +11.4% | -18.2% | -10.1% |
| 3M | -31.1% | +28.5% | -59.6% | -36.6% |
| 6M | -36.9% | +63.7% | -100.6% | -46.2% |
| YTD | -1.2% | +77.1% | -78.3% | -20.5% |
| 1Y | -12.5% | +79.3% | -91.9% | -29.8% |
| All | +318.0% | +218.5% | +99.6% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling