+4,457.6%
CLS vs FROG
+21.7%
+4,435.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.8% |
| 7D | +12.8% | -5.5% | +18.3% | +14.0% |
| 30D | +3.8% | -3.1% | +6.9% | +4.3% |
| 3M | -14.6% | +1.2% | -15.9% | -15.6% |
| 6M | +32.2% | +113.7% | -81.4% | +10.6% |
| YTD | +11.6% | +38.9% | -27.2% | +0.7% |
| 1Y | +35.1% | +72.0% | -36.9% | +14.7% |
| 3Y | +1,312.5% | +217.1% | +1,095.4% | +916.0% |
| 5Y | +3,542.1% | +130.6% | +3,411.4% | +2,479.0% |
| All | +4,457.6% | +21.7% | +4,435.9% | +3,276.6% |
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