+33.9%
FROG vs COPX
+380.6%
-346.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.1% |
| 7D | -5.5% | +5.8% | -11.3% | -7.0% |
| 30D | -3.1% | +7.2% | -10.3% | -5.0% |
| 3M | +1.2% | +16.5% | -15.3% | -3.5% |
| 6M | +113.7% | +18.4% | +95.2% | +101.0% |
| YTD | +38.9% | +31.9% | +6.9% | +23.7% |
| 1Y | +72.0% | +88.5% | -16.5% | +36.0% |
| 3Y | +217.1% | +173.1% | +44.0% | +116.0% |
| 5Y | +130.6% | +193.1% | -62.5% | +53.9% |
| All | +33.9% | +380.6% | -346.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling