+20.2%
CLF vs FROG
+83.7%
-63.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.4% | -6.8% | -9.0% |
| 7D | -7.9% | -14.1% | +6.2% | -7.1% |
| 30D | +5.2% | -11.8% | +17.0% | +5.7% |
| 3M | +4.3% | +0.1% | +4.2% | +4.6% |
| 6M | +25.3% | +64.2% | -38.9% | +25.7% |
| YTD | -3.3% | +38.2% | -41.5% | -3.5% |
| 1Y | +20.2% | +85.4% | -65.2% | +17.1% |
| All | +20.2% | +83.7% | -63.5% | +17.1% |
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