+48.6%
CL vs FROG
+4.7%
+43.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.6% | +13.5% | -0.3% |
| 7D | +5.9% | -24.5% | +30.4% | +5.4% |
| 30D | +13.8% | -24.3% | +38.0% | +13.3% |
| 3M | +6.4% | -11.7% | +18.1% | +6.2% |
| 6M | +15.6% | +37.1% | -21.5% | +16.1% |
| YTD | +27.9% | +19.5% | +8.4% | +28.6% |
| 1Y | +31.4% | +61.8% | -30.4% | +32.3% |
| 3Y | +41.4% | +178.1% | -136.7% | +42.5% |
| 5Y | +42.8% | +91.2% | -48.4% | +44.6% |
| All | +48.6% | +4.7% | +43.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling