+98.3%
CLF vs FROG
+59.4%
+38.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -3.7% |
| 7D | +10.4% | +12.5% | -2.1% | +8.2% |
| 30D | +0.6% | +23.5% | -23.0% | -3.7% |
| 3M | +4.1% | +19.4% | -15.3% | -0.1% |
| 6M | +15.1% | +77.0% | -61.9% | +2.8% |
| YTD | -4.7% | +81.9% | -86.6% | -17.4% |
| 1Y | +20.4% | +90.7% | -70.3% | +3.2% |
| 3Y | -23.4% | +328.5% | -351.9% | -46.1% |
| 5Y | -43.3% | +207.0% | -250.3% | -60.8% |
| All | +98.3% | +59.4% | +38.9% | +42.0% |
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