+133.0%
FROG vs COPX
+193.3%
-60.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -4.8% | +6.0% | -10.8% | -6.5% |
| 30D | -0.9% | +6.4% | -7.4% | -2.9% |
| 3M | +7.5% | +19.3% | -11.8% | +1.2% |
| 6M | +107.0% | +16.2% | +90.8% | +94.5% |
| YTD | +39.8% | +33.2% | +6.6% | +22.3% |
| 1Y | +74.8% | +90.2% | -15.4% | +33.1% |
| 3Y | +219.3% | +175.7% | +43.6% | +102.4% |
| 5Y | +133.0% | +193.1% | -60.1% | +45.6% |
| All | +133.0% | +193.3% | -60.3% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling