+96.5%
COST vs FROG
+323.8%
-227.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +2.5% | +48.2% | -45.7% | +3.0% |
| 30D | +14.6% | +11.4% | +3.2% | +15.0% |
| 3M | +15.2% | +28.5% | -13.4% | +15.4% |
| 6M | +7.2% | +63.7% | -56.5% | +7.0% |
| YTD | +27.4% | +77.1% | -49.7% | +27.1% |
| 1Y | +20.2% | +79.3% | -59.1% | +19.8% |
| All | +96.5% | +323.8% | -227.3% | +73.3% |
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 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