+20.3%
COST vs FROG
+85.3%
-65.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.4% |
| 7D | +5.0% | +12.5% | -7.5% | +5.7% |
| 30D | +12.8% | +23.5% | -10.7% | +14.7% |
| 3M | +15.2% | +19.4% | -4.2% | +17.0% |
| 6M | +7.4% | +77.0% | -69.6% | +11.0% |
| YTD | +29.0% | +81.9% | -52.8% | +33.7% |
| 1Y | +20.3% | +90.7% | -70.4% | +25.3% |
| All | +20.3% | +85.3% | -65.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling