+104.4%
COST vs FROG
+133.6%
-29.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.8% | -4.8% | +2.0% | -2.5% |
| 30D | -5.3% | -0.9% | -4.3% | -5.4% |
| 3M | -6.7% | +7.5% | -14.1% | -7.4% |
| 6M | -9.9% | +107.0% | -117.0% | -15.0% |
| YTD | +5.1% | +39.8% | -34.7% | +1.7% |
| 1Y | -7.3% | +74.8% | -82.1% | -12.6% |
| 3Y | +70.4% | +219.3% | -148.9% | +44.7% |
| 5Y | +104.4% | +133.0% | -28.6% | +72.9% |
| All | +104.4% | +133.6% | -29.2% | +72.9% |
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