+85.4%
FROG vs COPX
+31.7%
+53.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.0% |
| 7D | -14.1% | -3.0% | -11.1% | -13.7% |
| 30D | -11.8% | -13.6% | +1.9% | -10.0% |
| 3M | +0.1% | -11.2% | +11.4% | +1.6% |
| 6M | +64.2% | -2.4% | +66.6% | +65.4% |
| YTD | +38.2% | +4.2% | +34.0% | +29.5% |
| 1Y | +85.4% | +32.2% | +53.2% | +49.1% |
| All | +85.4% | +31.7% | +53.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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