+47.5%
CL vs FROG
+51.8%
-4.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.6% |
| 7D | +0.5% | +27.1% | -26.6% | +1.2% |
| 30D | +11.6% | +5.8% | +5.8% | +12.1% |
| 3M | +5.6% | +20.8% | -15.2% | +6.3% |
| 6M | +13.2% | +53.3% | -40.2% | +14.3% |
| YTD | +26.9% | +73.2% | -46.3% | +28.8% |
| 1Y | +27.3% | +80.3% | -53.0% | +29.3% |
| 3Y | +39.7% | +318.3% | -278.6% | +42.2% |
| 5Y | +41.3% | +179.9% | -138.6% | +44.4% |
| All | +47.5% | +51.8% | -4.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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