+41.1%
CLS vs FROG
+83.7%
-42.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | +4.6% | -11.3% | +15.9% | +5.8% |
| 30D | -13.9% | +3.6% | -17.5% | -14.1% |
| 3M | -26.6% | +1.7% | -28.2% | -26.8% |
| 6M | +15.4% | +123.5% | -108.1% | +10.7% |
| YTD | +5.7% | +40.2% | -34.6% | +5.7% |
| 1Y | +41.1% | +81.0% | -39.9% | +46.2% |
| All | +41.1% | +83.7% | -42.6% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling