+28.0%
CL vs FROG
+70.9%
-42.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | -0.1% |
| 7D | +2.6% | +17.0% | -14.4% | +4.1% |
| 30D | +11.8% | +1.3% | +10.5% | +12.7% |
| 3M | +5.9% | +17.5% | -11.6% | +7.8% |
| 6M | +13.3% | +46.8% | -33.5% | +17.0% |
| YTD | +27.1% | +65.8% | -38.7% | +32.5% |
| 1Y | +28.0% | +61.0% | -33.0% | +33.2% |
| All | +28.0% | +70.9% | -42.9% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling