+190.8%
COST vs FROG
+22.9%
+167.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -3.1% | -11.3% | +8.1% | -2.6% |
| 30D | -2.8% | +3.6% | -6.4% | -3.1% |
| 3M | -5.7% | +1.7% | -7.3% | -6.1% |
| 6M | -8.8% | +123.5% | -132.3% | -14.0% |
| YTD | +6.7% | +40.2% | -33.6% | +3.3% |
| 1Y | -3.6% | +81.0% | -84.6% | -8.9% |
| 3Y | +75.1% | +194.8% | -119.7% | +54.0% |
| 5Y | +108.9% | +131.8% | -22.9% | +79.2% |
| All | +190.8% | +22.9% | +167.9% | +156.1% |
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