+2,979.0%
CLS vs FROG
+51.8%
+2,927.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.1% | +0.7% | +6.4% |
| 7D | -10.6% | +27.1% | -37.7% | -15.5% |
| 30D | -38.4% | +5.8% | -44.3% | -39.7% |
| 3M | -29.9% | +20.8% | -50.7% | -33.5% |
| 6M | -40.6% | +53.3% | -94.0% | -46.7% |
| YTD | -24.6% | +73.2% | -97.8% | -35.7% |
| 1Y | -30.8% | +80.3% | -111.1% | -41.5% |
| 3Y | +811.7% | +318.3% | +493.4% | +515.6% |
| 5Y | +1,838.4% | +179.9% | +1,658.5% | +1,201.9% |
| All | +2,979.0% | +51.8% | +2,927.2% | +2,055.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling