+420.1%
CORZ vs FROG
+152.2%
+267.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.8% |
| 7D | +8.4% | -11.3% | +19.6% | +11.7% |
| 30D | -17.8% | +3.6% | -21.5% | -19.2% |
| 3M | -35.9% | +1.7% | -37.6% | -37.0% |
| 6M | +12.9% | +123.5% | -110.6% | -12.9% |
| YTD | +22.9% | +40.2% | -17.4% | +6.4% |
| 1Y | +31.4% | +81.0% | -49.6% | +3.3% |
| All | +420.1% | +152.2% | +267.8% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling