+95.9%
CLF vs FROG
+22.9%
+73.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +7.6% | -11.3% | +18.9% | +9.5% |
| 30D | -1.2% | +3.6% | -4.8% | -2.1% |
| 3M | -13.4% | +1.7% | -15.0% | -14.3% |
| 6M | +15.4% | +123.5% | -108.1% | -0.7% |
| YTD | -5.9% | +40.2% | -46.1% | -14.0% |
| 1Y | +18.8% | +81.0% | -62.2% | +2.4% |
| 3Y | -19.4% | +194.8% | -214.2% | -39.3% |
| 5Y | -47.7% | +131.8% | -179.5% | -61.9% |
| All | +95.9% | +22.9% | +73.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling