+37.6%
CL vs FROG
+274.0%
-236.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +35.3% | -37.5% | -0.7% |
| 7D | +1.3% | +7.0% | -5.6% | +2.0% |
| 30D | +11.4% | +2.9% | +8.5% | +12.0% |
| 3M | +4.4% | +21.6% | -17.2% | +5.7% |
| 6M | +10.8% | +87.7% | -76.9% | +13.7% |
| YTD | +25.1% | +61.7% | -36.5% | +28.5% |
| 1Y | +28.0% | +113.7% | -85.7% | +32.0% |
| 3Y | +37.6% | +267.7% | -230.1% | +44.7% |
| All | +37.6% | +274.0% | -236.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling