+78.5%
FROG vs COPX
+76.0%
+2.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +2.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.9% |
| 30D | +3.0% | 0.0% | +2.9% | +3.0% |
| 3M | +10.3% | +14.8% | -4.5% | +8.1% |
| 6M | +116.7% | +7.0% | +109.7% | +111.0% |
| YTD | +41.9% | +23.8% | +18.1% | +31.3% |
| 1Y | +78.5% | +75.7% | +2.8% | +55.9% |
| All | +78.5% | +76.0% | +2.5% | +55.9% |
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