+32.9%
CL vs FROG
+22.9%
+10.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.5% |
| 7D | -2.2% | -11.3% | +9.1% | -2.3% |
| 30D | -4.8% | +3.6% | -8.5% | -4.8% |
| 3M | +4.9% | +1.7% | +3.2% | +5.0% |
| 6M | -5.7% | +123.5% | -129.2% | -4.7% |
| YTD | +14.4% | +40.2% | -25.9% | +15.3% |
| 1Y | +8.7% | +81.0% | -72.2% | +9.7% |
| 3Y | +30.0% | +194.8% | -164.8% | +31.3% |
| 5Y | +28.4% | +131.8% | -103.4% | +30.1% |
| All | +32.9% | +22.9% | +10.0% | +36.9% |
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 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