+40.7%
CL vs FROG
+335.2%
-294.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.9% |
| 7D | +3.2% | +12.5% | -9.3% | +3.7% |
| 30D | +8.0% | +23.5% | -15.5% | +9.5% |
| 3M | +7.9% | +19.4% | -11.5% | +9.2% |
| 6M | +14.7% | +77.0% | -62.3% | +17.7% |
| YTD | +29.2% | +81.9% | -52.7% | +33.3% |
| 1Y | +29.5% | +90.7% | -61.1% | +33.8% |
| 3Y | +40.7% | +328.5% | -287.9% | +51.8% |
| All | +40.7% | +335.2% | -294.6% | +51.8% |
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