+186.5%
COST vs FROG
+24.4%
+162.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.4% |
| 30D | -4.4% | +3.0% | -7.4% | -4.7% |
| 3M | -8.1% | +10.3% | -18.4% | -8.9% |
| 6M | -9.2% | +116.7% | -125.9% | -14.2% |
| YTD | +5.1% | +41.9% | -36.8% | +1.8% |
| 1Y | -5.1% | +78.5% | -83.6% | -10.1% |
| 3Y | +70.4% | +224.1% | -153.8% | +48.5% |
| 5Y | +104.7% | +142.4% | -37.7% | +75.2% |
| All | +186.5% | +24.4% | +162.1% | +152.2% |
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