+101.6%
CLF vs FROG
+45.3%
+56.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +5.6% |
| 7D | -9.1% | +17.0% | -26.1% | -12.0% |
| 30D | -0.9% | +1.3% | -2.2% | -2.0% |
| 3M | +3.0% | +17.5% | -14.5% | -0.9% |
| 6M | +16.7% | +46.8% | -30.1% | +7.4% |
| YTD | -3.2% | +65.8% | -68.9% | -14.7% |
| 1Y | +24.6% | +61.0% | -36.4% | +10.2% |
| 3Y | -22.3% | +296.7% | -319.0% | -44.7% |
| 5Y | -41.2% | +177.8% | -219.0% | -58.7% |
| All | +101.6% | +45.3% | +56.3% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling