-47.8%
CLF vs FROG
+129.7%
-177.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.4% |
| 7D | +7.6% | -11.3% | +18.9% | +9.8% |
| 30D | -1.2% | +3.6% | -4.8% | -2.2% |
| 3M | -13.4% | +1.7% | -15.0% | -14.5% |
| 6M | +15.4% | +123.5% | -108.1% | -3.5% |
| YTD | -5.9% | +40.2% | -46.1% | -15.3% |
| 1Y | +18.8% | +81.0% | -62.2% | -0.7% |
| 3Y | -19.4% | +194.8% | -214.2% | -43.8% |
| All | -47.8% | +129.7% | -177.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling