+34.6%
FROG vs COPX
+350.8%
-316.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | +1.3% | +0.3% | +1.1% | +1.0% |
| 3M | +11.1% | +6.8% | +4.3% | +8.5% |
| 6M | +108.3% | +7.9% | +100.4% | +100.8% |
| YTD | +39.6% | +23.7% | +15.8% | +26.4% |
| 1Y | +74.7% | +71.5% | +3.2% | +41.8% |
| 3Y | +224.1% | +149.1% | +75.0% | +126.3% |
| 5Y | +138.4% | +167.3% | -28.9% | +62.3% |
| All | +34.6% | +350.8% | -316.3% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling