+90.7%
FROG vs COPX
+11.4%
+79.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.2% |
| 7D | +12.5% | -2.8% | +15.3% | +13.2% |
| 30D | +23.5% | -14.3% | +37.9% | +26.5% |
| 3M | +19.4% | -19.0% | +38.4% | +22.9% |
| 6M | +77.0% | -24.4% | +101.4% | +82.6% |
| YTD | +81.9% | -3.2% | +85.1% | +79.3% |
| 1Y | +90.7% | +15.2% | +75.5% | +79.6% |
| All | +90.7% | +11.4% | +79.3% | +79.6% |
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