-41.5%
CLF vs FROG
+192.7%
-234.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.1% |
| 7D | +2.3% | +26.8% | -24.5% | -3.0% |
| 30D | +1.9% | +10.6% | -8.7% | -1.0% |
| 3M | +5.9% | +27.2% | -21.3% | -0.3% |
| 6M | +16.9% | +58.7% | -41.8% | +4.4% |
| YTD | -1.1% | +75.3% | -76.4% | -15.8% |
| 1Y | +28.8% | +71.1% | -42.3% | +9.9% |
| 3Y | -20.6% | +319.6% | -340.2% | -49.6% |
| 5Y | -41.5% | +195.7% | -237.2% | -61.1% |
| All | -41.5% | +192.7% | -234.2% | -61.1% |
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 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