-34.0%
CLF vs FROG
+274.0%
-308.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +35.3% | -33.6% | -3.7% |
| 7D | -19.6% | +7.0% | -26.6% | -20.9% |
| 30D | -5.0% | +2.9% | -7.9% | -6.1% |
| 3M | -6.3% | +21.6% | -27.9% | -9.8% |
| 6M | +2.8% | +87.7% | -84.9% | -8.2% |
| YTD | -13.7% | +61.7% | -75.4% | -22.2% |
| 1Y | +13.6% | +113.7% | -100.1% | -5.1% |
| 3Y | -34.0% | +267.7% | -301.7% | -55.2% |
| All | -34.0% | +274.0% | -308.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling